+376.8%
DDOG vs XLP
+79.5%
+297.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +3.1% |
| 7D | -23.9% | +0.7% | -24.6% | -24.4% |
| 30D | -34.0% | +10.3% | -44.3% | -37.8% |
| 3M | -21.9% | +6.5% | -28.5% | -25.2% |
| 6M | +24.6% | +8.4% | +16.2% | +17.6% |
| YTD | +31.7% | +18.2% | +13.5% | +15.8% |
| 1Y | -6.2% | +22.4% | -28.6% | -19.7% |
| 3Y | +125.1% | +41.9% | +83.2% | +66.6% |
| 5Y | -3.5% | +40.9% | -44.4% | -27.3% |
| All | +376.8% | +79.5% | +297.3% | +177.5% |
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 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