+117.6%
DDOG vs XLU
+47.5%
+70.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.7% |
| 7D | +3.2% | -1.2% | +4.4% | +3.1% |
| 30D | -10.2% | -2.5% | -7.6% | -10.4% |
| 3M | -2.6% | -2.7% | +0.2% | -3.0% |
| 6M | +80.1% | -7.5% | +87.6% | +79.3% |
| YTD | +63.0% | +0.9% | +62.1% | +60.8% |
| 1Y | +59.4% | +3.3% | +56.1% | +57.0% |
| All | +117.6% | +47.5% | +70.2% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling