+121.1%
DDOG vs XEL
+47.8%
+73.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +6.9% |
| 7D | +7.7% | +0.9% | +6.8% | +7.9% |
| 30D | -13.6% | -0.9% | -12.7% | -13.8% |
| 3M | -0.9% | -1.4% | +0.5% | -1.1% |
| 6M | +75.2% | -5.8% | +81.0% | +73.7% |
| YTD | +65.7% | +4.7% | +61.0% | +66.8% |
| 1Y | +60.4% | +9.1% | +51.3% | +62.4% |
| All | +121.1% | +47.8% | +73.3% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling