+391.0%
DDOG vs XLB
+108.3%
+282.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.0% | +3.1% |
| 7D | -2.3% | -1.6% | -0.7% | -1.1% |
| 30D | -35.8% | +7.2% | -43.1% | -39.3% |
| 3M | -25.3% | 0.0% | -25.3% | -26.0% |
| 6M | -8.9% | +2.3% | -11.2% | -11.6% |
| YTD | +35.6% | +18.4% | +17.2% | +15.7% |
| 1Y | -6.8% | +23.3% | -30.1% | -23.1% |
| 3Y | +77.9% | +45.2% | +32.7% | +27.4% |
| 5Y | -3.1% | +31.0% | -34.1% | -23.7% |
| All | +391.0% | +108.3% | +282.7% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling