+63.6%
DDOG vs XLY
+28.1%
+35.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -1.3% |
| 7D | +3.9% | -1.7% | +5.6% | +5.9% |
| 30D | -8.2% | -4.2% | -4.0% | -3.7% |
| 3M | -5.6% | -2.7% | -2.9% | -3.3% |
| 6M | +73.5% | -0.6% | +74.1% | +70.6% |
| YTD | +62.7% | -5.0% | +67.7% | +70.0% |
| 1Y | +59.0% | -4.1% | +63.1% | +62.6% |
| 3Y | +117.1% | +33.6% | +83.5% | +34.6% |
| All | +63.6% | +28.1% | +35.4% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling