+60.4%
DDOG vs XRT
-2.7%
+63.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.8% | +7.2% |
| 7D | +7.7% | -2.4% | +10.1% | +7.8% |
| 30D | -13.6% | -6.9% | -6.7% | -13.1% |
| 3M | -0.9% | -0.4% | -0.5% | +0.1% |
| 6M | +75.2% | +2.2% | +73.0% | +75.8% |
| YTD | +65.7% | -0.7% | +66.3% | +67.3% |
| 1Y | +60.4% | -2.0% | +62.4% | +68.4% |
| All | +60.4% | -2.7% | +63.1% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling