+391.0%
DDOG vs XLC
+127.8%
+263.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +2.5% |
| 7D | -2.3% | +3.5% | -5.8% | -5.9% |
| 30D | -35.8% | -2.6% | -33.3% | -34.4% |
| 3M | -25.3% | -2.1% | -23.2% | -24.5% |
| 6M | -8.9% | -5.5% | -3.4% | -4.6% |
| YTD | +35.6% | -6.9% | +42.5% | +44.1% |
| 1Y | -6.8% | -3.7% | -3.1% | -4.8% |
| 3Y | +77.9% | +64.2% | +13.7% | -2.9% |
| 5Y | -3.1% | +43.0% | -46.2% | -38.6% |
| All | +391.0% | +127.8% | +263.2% | +92.6% |
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