-6.4%
DDOG vs XLB
+29.2%
-35.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +3.2% |
| 7D | -23.9% | -1.5% | -22.4% | -23.3% |
| 30D | -34.0% | +6.1% | -40.1% | -37.9% |
| 3M | -21.9% | 0.0% | -22.0% | -22.8% |
| 6M | +24.6% | 0.0% | +24.6% | +21.7% |
| YTD | +31.7% | +16.0% | +15.6% | +8.0% |
| 1Y | -6.2% | +24.7% | -30.9% | -29.1% |
| 3Y | +125.1% | +40.4% | +84.7% | +39.8% |
| All | -6.4% | +29.2% | -35.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling