+390.4%
DDOG vs XYZ
+41.1%
+349.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.5% |
| 7D | +2.9% | -1.1% | +3.9% | +3.2% |
| 30D | -31.6% | +11.5% | -43.1% | -36.6% |
| 3M | -27.0% | +1.8% | -28.8% | -29.5% |
| 6M | -10.3% | +21.2% | -31.5% | -20.3% |
| YTD | +35.4% | +29.9% | +5.5% | +14.5% |
| 1Y | -1.0% | +35.8% | -36.7% | -18.5% |
| 3Y | +76.7% | +62.6% | +14.1% | +17.8% |
| 5Y | -4.6% | -62.8% | +58.2% | +19.8% |
| All | +390.4% | +41.1% | +349.4% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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