+60.4%
DDOG vs XLB
+14.3%
+46.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +6.9% |
| 7D | +7.7% | -2.9% | +10.6% | +7.1% |
| 30D | -13.6% | -3.4% | -10.3% | -14.1% |
| 3M | -0.9% | +1.6% | -2.5% | -0.4% |
| 6M | +75.2% | +3.6% | +71.6% | +73.4% |
| YTD | +65.7% | +14.2% | +51.4% | +61.8% |
| 1Y | +60.4% | +15.6% | +44.8% | +56.6% |
| All | +60.4% | +14.3% | +46.1% | +56.6% |
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