+459.9%
DDOG vs XLU
+68.6%
+391.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | -6.1% | +2.1% | -8.2% | -6.8% |
| 30D | -10.1% | -0.4% | -9.8% | -10.1% |
| 3M | -9.3% | +0.5% | -9.7% | -9.7% |
| 6M | +67.2% | -5.8% | +73.0% | +69.6% |
| YTD | +54.6% | +3.1% | +51.4% | +50.2% |
| 1Y | +54.1% | +8.1% | +46.0% | +46.5% |
| 3Y | +115.3% | +50.5% | +64.7% | +71.2% |
| 5Y | +50.6% | +44.7% | +5.9% | +22.4% |
| All | +459.9% | +68.6% | +391.3% | +277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling