+61.7%
DDOG vs XEL
+27.8%
+33.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | +3.2% | -1.2% | +4.5% | +3.2% |
| 30D | -10.2% | -2.9% | -7.3% | -10.2% |
| 3M | -2.6% | -2.7% | +0.1% | -2.7% |
| 6M | +80.1% | -6.5% | +86.7% | +80.0% |
| YTD | +63.0% | +3.6% | +59.4% | +61.4% |
| 1Y | +59.4% | +7.5% | +51.9% | +57.0% |
| 3Y | +127.0% | +46.3% | +80.7% | +111.1% |
| 5Y | +61.7% | +30.5% | +31.1% | +55.7% |
| All | +61.7% | +27.8% | +33.9% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling