-1.0%
DDOG vs XYZ
+29.4%
-30.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | +2.9% | -1.1% | +3.9% | +3.1% |
| 30D | -31.6% | +11.5% | -43.1% | -34.3% |
| 3M | -27.0% | +1.8% | -28.8% | -27.3% |
| 6M | -10.3% | +21.2% | -31.5% | -15.7% |
| YTD | +35.4% | +29.9% | +5.5% | +25.1% |
| 1Y | -1.0% | +35.8% | -36.7% | -9.1% |
| All | -1.0% | +29.4% | -30.4% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling