+115.3%
DDOG vs XYL
+18.1%
+97.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.2% | -2.1% |
| 7D | -6.1% | +1.8% | -7.9% | -6.6% |
| 30D | -10.1% | -9.2% | -0.9% | -7.7% |
| 3M | -9.3% | -0.3% | -9.0% | -9.5% |
| 6M | +67.2% | -11.0% | +78.1% | +71.6% |
| YTD | +54.6% | -19.2% | +73.8% | +63.7% |
| 1Y | +54.1% | -21.2% | +75.3% | +65.2% |
| 3Y | +115.3% | +18.6% | +96.7% | +58.1% |
| All | +115.3% | +18.1% | +97.2% | +58.1% |
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