+459.9%
DDOG vs XRT
+124.0%
+335.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | +0.2% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -10.1% | -5.6% | -4.5% | -6.7% |
| 3M | -9.3% | +2.5% | -11.8% | -11.0% |
| 6M | +67.2% | +3.7% | +63.5% | +61.4% |
| YTD | +54.6% | +1.0% | +53.6% | +51.7% |
| 1Y | +54.1% | -1.2% | +55.3% | +52.5% |
| 3Y | +115.3% | +43.4% | +71.9% | +59.6% |
| 5Y | +50.6% | -0.7% | +51.4% | +40.0% |
| All | +459.9% | +124.0% | +335.9% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling