+50.6%
DDOG vs XLC
+37.3%
+13.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -6.1% | +0.6% | -6.7% | -6.9% |
| 30D | -10.1% | +0.2% | -10.4% | -10.7% |
| 3M | -9.3% | +0.6% | -9.9% | -11.0% |
| 6M | +67.2% | -4.5% | +71.7% | +75.4% |
| YTD | +54.6% | -4.7% | +59.3% | +62.5% |
| 1Y | +54.1% | -1.7% | +55.7% | +54.4% |
| 3Y | +115.3% | +72.3% | +43.0% | -3.4% |
| 5Y | +50.6% | +37.8% | +12.9% | -5.5% |
| All | +50.6% | +37.3% | +13.3% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling