+19.8%
DDOG vs XLY
+3.2%
+16.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.3% | -18.7% | -15.2% |
| 7D | -32.2% | +6.1% | -38.3% | -33.3% |
| 30D | -31.7% | +10.8% | -42.5% | -34.0% |
| 3M | -34.5% | +3.6% | -38.1% | -35.1% |
| 6M | +28.7% | +4.4% | +24.3% | +26.2% |
| YTD | +38.8% | +3.1% | +35.7% | +36.3% |
| 1Y | +19.8% | +3.6% | +16.2% | +18.4% |
| All | +19.8% | +3.2% | +16.6% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling