+61.6%
DDOG vs XEL
+7.2%
+54.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -1.3% |
| 7D | -10.1% | -1.0% | -9.2% | -10.7% |
| 30D | -24.8% | -1.9% | -22.9% | -25.6% |
| 3M | -12.6% | -1.9% | -10.7% | -13.2% |
| 6M | +79.9% | -7.4% | +87.4% | +74.9% |
| YTD | +56.6% | +4.1% | +52.5% | +55.1% |
| 1Y | +61.6% | +8.0% | +53.5% | +60.1% |
| All | +61.6% | +7.2% | +54.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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