+467.1%
DDOG vs XLI
+147.9%
+319.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -10.1% | -1.1% | -9.1% | -9.4% |
| 30D | -24.8% | -5.9% | -18.9% | -21.2% |
| 3M | -12.6% | -0.3% | -12.3% | -12.8% |
| 6M | +79.9% | +0.1% | +79.8% | +76.8% |
| YTD | +56.6% | +13.6% | +43.0% | +38.6% |
| 1Y | +61.6% | +17.2% | +44.4% | +39.5% |
| 3Y | +117.9% | +68.2% | +49.7% | +43.1% |
| 5Y | +54.2% | +80.7% | -26.5% | -3.1% |
| All | +467.1% | +147.9% | +319.1% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling