+117.3%
DDOG vs XLP
+27.4%
+89.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.1% |
| 7D | -10.1% | -1.0% | -9.1% | -10.4% |
| 30D | -24.8% | -0.9% | -23.9% | -25.0% |
| 3M | -12.6% | +3.8% | -16.4% | -11.5% |
| 6M | +79.9% | -1.7% | +81.7% | +81.0% |
| YTD | +56.6% | +10.3% | +46.3% | +57.1% |
| 1Y | +61.6% | +7.8% | +53.8% | +63.2% |
| All | +117.3% | +27.4% | +89.8% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling