+499.9%
DDOG vs XLB
+101.0%
+398.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.9% |
| 7D | +7.7% | -2.9% | +10.6% | +9.9% |
| 30D | -13.6% | -3.4% | -10.3% | -11.7% |
| 3M | -0.9% | +1.6% | -2.5% | -2.6% |
| 6M | +75.2% | +3.6% | +71.6% | +67.7% |
| YTD | +65.7% | +14.2% | +51.4% | +46.0% |
| 1Y | +60.4% | +15.6% | +44.8% | +39.7% |
| 3Y | +130.7% | +33.1% | +97.6% | +77.5% |
| 5Y | +59.9% | +35.0% | +24.8% | +25.6% |
| All | +499.9% | +101.0% | +398.9% | +244.3% |
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