-5.5%
DDOG vs XLP
+42.9%
-48.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -19.1% | +2.3% | -21.4% | -19.5% |
| 30D | -39.2% | +9.1% | -48.3% | -40.9% |
| 3M | -31.6% | +7.9% | -39.5% | -33.3% |
| 6M | -10.9% | +9.6% | -20.5% | -14.0% |
| YTD | +31.2% | +19.4% | +11.7% | +18.6% |
| 1Y | -10.7% | +22.4% | -33.0% | -20.8% |
| 3Y | +72.1% | +43.2% | +28.9% | +25.5% |
| 5Y | -5.5% | +42.6% | -48.1% | -27.8% |
| All | -5.5% | +42.9% | -48.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling