+390.4%
DDOG vs XYL
+31.0%
+359.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +2.9% | -3.7% | +6.6% | +4.5% |
| 30D | -31.6% | -8.3% | -23.3% | -30.3% |
| 3M | -27.0% | -21.4% | -5.6% | -20.2% |
| 6M | -10.3% | -12.9% | +2.6% | -7.2% |
| YTD | +35.4% | -30.1% | +65.5% | +53.0% |
| 1Y | -1.0% | -35.2% | +34.2% | +16.6% |
| 3Y | +76.7% | -0.8% | +77.4% | +61.2% |
| 5Y | -4.6% | -23.2% | +18.6% | -6.3% |
| All | +390.4% | +31.0% | +359.5% | +296.3% |
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