+59.9%
DDOG vs XYL
-15.4%
+75.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.1% | +8.2% | +7.8% |
| 7D | +7.7% | +0.8% | +6.8% | +7.0% |
| 30D | -13.6% | -10.8% | -2.8% | -7.6% |
| 3M | -0.9% | -2.5% | +1.6% | -0.3% |
| 6M | +75.2% | -12.2% | +87.4% | +85.5% |
| YTD | +65.7% | -20.1% | +85.7% | +84.5% |
| 1Y | +60.4% | -20.6% | +81.0% | +79.2% |
| 3Y | +130.7% | +17.3% | +113.3% | +73.9% |
| 5Y | +59.9% | -14.5% | +74.4% | +53.0% |
| All | +59.9% | -15.4% | +75.3% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling