+390.4%
DDOG vs XLC
+128.0%
+262.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -1.3% |
| 7D | +2.9% | +3.7% | -0.9% | -1.3% |
| 30D | -31.6% | -1.9% | -29.7% | -30.6% |
| 3M | -27.0% | -3.1% | -23.9% | -25.4% |
| 6M | -10.3% | -6.4% | -3.9% | -5.2% |
| YTD | +35.4% | -6.8% | +42.3% | +43.8% |
| 1Y | -1.0% | -1.7% | +0.7% | -1.3% |
| 3Y | +76.7% | +64.7% | +12.0% | -4.0% |
| 5Y | -4.6% | +41.1% | -45.7% | -38.9% |
| All | +390.4% | +128.0% | +262.4% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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