+365.0%
DDOG vs XLP
+81.8%
+283.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.2% |
| 7D | -34.3% | +3.5% | -37.8% | -35.6% |
| 30D | -37.2% | +11.6% | -48.8% | -41.1% |
| 3M | -38.3% | +7.6% | -46.0% | -41.1% |
| 6M | +19.8% | +10.0% | +9.8% | +12.3% |
| YTD | +28.4% | +19.7% | +8.7% | +12.3% |
| 1Y | +12.7% | +23.5% | -10.8% | -3.9% |
| 3Y | +112.8% | +44.0% | +68.9% | +56.4% |
| 5Y | -5.9% | +42.7% | -48.6% | -29.5% |
| All | +365.0% | +81.8% | +283.2% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling