+61.6%
DDOG vs XLY
-0.5%
+62.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.2% |
| 7D | -10.1% | -2.0% | -8.2% | -9.3% |
| 30D | -24.8% | -3.1% | -21.7% | -23.6% |
| 3M | -12.6% | -1.8% | -10.8% | -11.8% |
| 6M | +79.9% | -0.9% | +80.8% | +78.8% |
| YTD | +56.6% | -3.4% | +60.0% | +58.6% |
| 1Y | +61.6% | -1.5% | +63.1% | +58.4% |
| All | +61.6% | -0.5% | +62.1% | +58.4% |
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