+59.0%
DDOG vs XLY
-2.6%
+61.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +3.9% | -1.7% | +5.6% | +4.7% |
| 30D | -8.2% | -4.2% | -4.0% | -6.3% |
| 3M | -5.6% | -2.7% | -2.9% | -4.4% |
| 6M | +73.5% | -0.6% | +74.1% | +71.3% |
| YTD | +62.7% | -5.0% | +67.7% | +66.1% |
| 1Y | +59.0% | -4.1% | +63.1% | +57.8% |
| All | +59.0% | -2.6% | +61.6% | +57.8% |
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