+490.5%
DDOG vs XLI
+141.2%
+349.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.0% |
| 7D | +3.2% | -2.3% | +5.5% | +4.9% |
| 30D | -10.2% | -8.2% | -2.0% | -4.4% |
| 3M | -2.6% | +0.8% | -3.4% | -3.6% |
| 6M | +80.1% | +0.8% | +79.3% | +75.7% |
| YTD | +63.0% | +10.5% | +52.5% | +47.1% |
| 1Y | +59.4% | +14.1% | +45.2% | +40.2% |
| 3Y | +127.0% | +68.6% | +58.4% | +48.7% |
| 5Y | +61.7% | +80.4% | -18.7% | +2.5% |
| All | +490.5% | +141.2% | +349.2% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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