+490.5%
DDOG vs XYZ
+31.9%
+458.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.2% | -5.2% | +8.4% | +5.8% |
| 30D | -10.2% | 0.0% | -10.2% | -10.4% |
| 3M | -2.6% | +18.7% | -21.3% | -10.3% |
| 6M | +80.1% | +20.5% | +59.6% | +63.7% |
| YTD | +63.0% | +21.5% | +41.6% | +45.8% |
| 1Y | +59.4% | +7.2% | +52.1% | +49.1% |
| 3Y | +127.0% | +49.0% | +78.1% | +60.8% |
| 5Y | +61.7% | -68.1% | +129.8% | +121.7% |
| All | +490.5% | +31.9% | +458.6% | +284.0% |
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