+467.1%
DDOG vs XLC
+134.3%
+332.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | +0.5% |
| 7D | -10.1% | -0.8% | -9.3% | -9.4% |
| 30D | -24.8% | +1.0% | -25.9% | -25.9% |
| 3M | -12.6% | -0.7% | -11.9% | -12.6% |
| 6M | +79.9% | -5.1% | +85.1% | +89.2% |
| YTD | +56.6% | -4.3% | +60.9% | +62.9% |
| 1Y | +61.6% | -0.6% | +62.1% | +60.3% |
| 3Y | +117.9% | +72.7% | +45.2% | +13.6% |
| 5Y | +54.2% | +38.0% | +16.2% | +0.9% |
| All | +467.1% | +134.3% | +332.8% | +117.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling