+60.4%
DDOG vs XLC
-2.2%
+62.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.5% |
| 7D | +7.7% | -1.4% | +9.1% | +8.4% |
| 30D | -13.6% | -0.9% | -12.7% | -13.3% |
| 3M | -0.9% | -0.3% | -0.6% | -1.0% |
| 6M | +75.2% | -5.2% | +80.4% | +78.6% |
| YTD | +65.7% | -5.3% | +71.0% | +68.7% |
| 1Y | +60.4% | -2.8% | +63.2% | +61.7% |
| All | +60.4% | -2.2% | +62.6% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling