+489.1%
DDOG vs XEL
+44.9%
+444.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -8.2% | -3.9% | -4.2% | -7.6% |
| 3M | -5.6% | -2.8% | -2.8% | -5.3% |
| 6M | +73.5% | -5.4% | +78.9% | +74.2% |
| YTD | +62.7% | +3.8% | +58.9% | +59.6% |
| 1Y | +59.0% | +6.8% | +52.1% | +54.6% |
| 3Y | +117.1% | +45.6% | +71.5% | +90.7% |
| 5Y | +61.3% | +30.7% | +30.6% | +46.0% |
| All | +489.1% | +44.9% | +444.3% | +373.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling