+117.6%
DDOG vs XLI
+68.2%
+49.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.1% |
| 7D | +3.2% | -2.3% | +5.5% | +4.8% |
| 30D | -10.2% | -8.2% | -2.0% | -4.7% |
| 3M | -2.6% | +0.8% | -3.4% | -3.8% |
| 6M | +80.1% | +0.8% | +79.3% | +74.3% |
| YTD | +63.0% | +10.5% | +52.5% | +42.0% |
| 1Y | +59.4% | +14.1% | +45.2% | +34.0% |
| All | +117.6% | +68.2% | +49.5% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling