+467.1%
DDOG vs XLP
+67.4%
+399.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -10.1% | -1.0% | -9.1% | -9.7% |
| 30D | -24.8% | -0.9% | -23.9% | -24.6% |
| 3M | -12.6% | +3.8% | -16.4% | -14.8% |
| 6M | +79.9% | -1.7% | +81.7% | +80.0% |
| YTD | +56.6% | +10.3% | +46.3% | +43.9% |
| 1Y | +61.6% | +7.8% | +53.8% | +50.3% |
| 3Y | +117.9% | +27.2% | +90.7% | +74.3% |
| 5Y | +54.2% | +32.5% | +21.7% | +20.7% |
| All | +467.1% | +67.4% | +399.6% | +244.9% |
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