+489.1%
DDOG vs XLU
+64.4%
+424.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.9% | -1.6% | +5.5% | +4.5% |
| 30D | -8.2% | -3.3% | -4.9% | -7.1% |
| 3M | -5.6% | -3.2% | -2.4% | -4.8% |
| 6M | +73.5% | -7.0% | +80.5% | +76.6% |
| YTD | +62.7% | +0.6% | +62.0% | +59.4% |
| 1Y | +59.0% | +2.4% | +56.5% | +54.5% |
| 3Y | +117.1% | +46.3% | +70.9% | +74.6% |
| 5Y | +61.3% | +44.0% | +17.3% | +30.9% |
| All | +489.1% | +64.4% | +424.7% | +300.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling