+76.9%
DDOG vs XYL
+0.5%
+76.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.1% | +3.5% |
| 7D | -2.3% | -5.9% | +3.6% | -1.7% |
| 30D | -35.8% | -7.3% | -28.5% | -35.3% |
| 3M | -25.3% | -22.5% | -2.8% | -21.7% |
| 6M | -8.9% | -14.4% | +5.6% | -6.8% |
| YTD | +35.6% | -29.4% | +65.0% | +45.3% |
| 1Y | -6.8% | -35.6% | +28.8% | +4.9% |
| All | +76.9% | +0.5% | +76.3% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling