+489.1%
DDOG vs XYL
+48.8%
+440.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +3.9% | +1.2% | +2.7% | +3.2% |
| 30D | -8.2% | -11.9% | +3.8% | -2.7% |
| 3M | -5.6% | -1.5% | -4.0% | -5.4% |
| 6M | +73.5% | -11.9% | +85.4% | +81.0% |
| YTD | +62.7% | -20.6% | +83.2% | +77.2% |
| 1Y | +59.0% | -23.5% | +82.5% | +76.7% |
| 3Y | +117.1% | +14.9% | +102.3% | +89.3% |
| 5Y | +61.3% | -15.3% | +76.6% | +54.0% |
| All | +489.1% | +48.8% | +440.3% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling