+59.9%
DDOG vs XLI
+80.3%
-20.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +8.8% |
| 7D | +7.7% | -0.6% | +8.2% | +8.2% |
| 30D | -13.6% | -6.9% | -6.7% | -6.7% |
| 3M | -0.9% | -1.9% | +1.0% | +0.2% |
| 6M | +75.2% | +1.0% | +74.2% | +67.4% |
| YTD | +65.7% | +11.3% | +54.3% | +38.0% |
| 1Y | +60.4% | +15.8% | +44.6% | +26.7% |
| 3Y | +130.7% | +69.8% | +60.9% | +4.2% |
| 5Y | +59.9% | +80.9% | -21.0% | -31.6% |
| All | +59.9% | +80.3% | -20.4% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling