+115.3%
DDOG vs XLC
+72.7%
+42.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -6.1% | +0.6% | -6.7% | -6.7% |
| 30D | -10.1% | +0.2% | -10.4% | -10.5% |
| 3M | -9.3% | +0.6% | -9.9% | -10.4% |
| 6M | +67.2% | -4.5% | +71.7% | +74.1% |
| YTD | +54.6% | -4.7% | +59.3% | +61.4% |
| 1Y | +54.1% | -1.7% | +55.7% | +54.7% |
| 3Y | +115.3% | +72.3% | +43.0% | +9.6% |
| All | +115.3% | +72.7% | +42.5% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling