-6.4%
DDOG vs XRT
-5.3%
-1.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +4.0% |
| 7D | -23.9% | +0.9% | -24.8% | -25.4% |
| 30D | -34.0% | +7.9% | -42.0% | -39.5% |
| 3M | -21.9% | -0.2% | -21.7% | -23.5% |
| 6M | +24.6% | +5.6% | +19.0% | +15.0% |
| YTD | +31.7% | +5.7% | +26.0% | +20.5% |
| 1Y | -6.2% | +14.6% | -20.8% | -21.0% |
| 3Y | +125.1% | +50.7% | +74.4% | +31.9% |
| All | -6.4% | -5.3% | -1.1% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling