+19.8%
DDOG vs XLP
+24.3%
-4.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.4% | -17.8% | -9.4% |
| 7D | -32.2% | +5.9% | -38.1% | -25.6% |
| 30D | -31.7% | +13.5% | -45.2% | -18.5% |
| 3M | -34.5% | +8.4% | -42.9% | -25.7% |
| 6M | +28.7% | +11.5% | +17.1% | +53.7% |
| YTD | +38.8% | +20.6% | +18.1% | +94.7% |
| 1Y | +19.8% | +24.3% | -4.5% | +77.5% |
| All | +19.8% | +24.3% | -4.5% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling