+375.1%
DDOG vs XLC
+126.1%
+249.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.1% |
| 7D | -19.1% | +6.2% | -25.3% | -24.9% |
| 30D | -39.2% | -2.4% | -36.8% | -37.9% |
| 3M | -31.6% | -3.3% | -28.3% | -29.8% |
| 6M | -10.9% | -7.3% | -3.6% | -4.7% |
| YTD | +31.2% | -7.6% | +38.8% | +40.6% |
| 1Y | -10.7% | -3.7% | -7.0% | -8.8% |
| 3Y | +72.1% | +62.9% | +9.2% | -5.3% |
| 5Y | -5.5% | +41.6% | -47.2% | -39.5% |
| All | +375.1% | +126.1% | +249.0% | +87.9% |
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