+61.7%
DDOG vs XLU
+42.5%
+19.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +3.2% | -1.2% | +4.4% | +3.5% |
| 30D | -10.2% | -2.5% | -7.6% | -9.7% |
| 3M | -2.6% | -2.7% | +0.2% | -2.2% |
| 6M | +80.1% | -7.5% | +87.6% | +82.7% |
| YTD | +63.0% | +0.9% | +62.1% | +59.5% |
| 1Y | +59.4% | +3.3% | +56.1% | +54.5% |
| 3Y | +127.0% | +47.3% | +79.7% | +84.5% |
| 5Y | +61.7% | +44.4% | +17.3% | +35.4% |
| All | +61.7% | +42.5% | +19.2% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling