+390.4%
DDOG vs XLP
+84.0%
+306.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | +2.9% | +2.5% | +0.3% | +1.8% |
| 30D | -31.6% | +7.3% | -38.9% | -34.4% |
| 3M | -27.0% | +8.1% | -35.1% | -30.4% |
| 6M | -10.3% | +10.5% | -20.8% | -15.9% |
| YTD | +35.4% | +21.2% | +14.2% | +17.8% |
| 1Y | -1.0% | +22.7% | -23.7% | -14.8% |
| 3Y | +76.7% | +44.8% | +31.9% | +29.8% |
| 5Y | -4.6% | +44.7% | -49.3% | -29.0% |
| All | +390.4% | +84.0% | +306.4% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling