+125.1%
DDOG vs XLP
+42.1%
+83.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +1.8% |
| 7D | -23.9% | +0.7% | -24.6% | -23.2% |
| 30D | -34.0% | +10.3% | -44.3% | -30.7% |
| 3M | -21.9% | +6.5% | -28.5% | -18.9% |
| 6M | +24.6% | +8.4% | +16.2% | +30.6% |
| YTD | +31.7% | +18.2% | +13.5% | +38.3% |
| 1Y | -6.2% | +22.4% | -28.6% | -1.8% |
| 3Y | +125.1% | +41.9% | +83.2% | +115.6% |
| All | +125.1% | +42.1% | +83.0% | +115.6% |
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