+50.6%
DDOG vs XLB
+35.6%
+15.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.4% |
| 7D | -6.1% | -0.2% | -5.8% | -6.0% |
| 30D | -10.1% | -1.7% | -8.4% | -8.9% |
| 3M | -9.3% | +4.4% | -13.6% | -13.4% |
| 6M | +67.2% | +5.0% | +62.2% | +55.8% |
| YTD | +54.6% | +15.5% | +39.1% | +28.9% |
| 1Y | +54.1% | +14.9% | +39.2% | +28.6% |
| 3Y | +115.3% | +34.5% | +80.7% | +44.3% |
| 5Y | +50.6% | +36.5% | +14.1% | +9.1% |
| All | +50.6% | +35.6% | +15.0% | +9.1% |
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