+19.8%
DDOG vs XLB
+29.8%
-10.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.5% | -16.9% | -13.2% |
| 7D | -32.2% | +3.9% | -36.1% | -30.9% |
| 30D | -31.7% | +8.9% | -40.6% | -29.4% |
| 3M | -34.5% | +4.1% | -38.6% | -33.0% |
| 6M | +28.7% | +7.3% | +21.3% | +31.7% |
| YTD | +38.8% | +20.4% | +18.4% | +42.1% |
| 1Y | +19.8% | +29.5% | -9.7% | +20.6% |
| All | +19.8% | +29.8% | -10.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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