+121.1%
DDOG vs XYZ
+47.2%
+74.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.5% |
| 7D | +7.7% | -3.7% | +11.4% | +9.1% |
| 30D | -13.6% | +0.5% | -14.1% | -13.9% |
| 3M | -0.9% | +16.3% | -17.2% | -5.9% |
| 6M | +75.2% | +21.1% | +54.1% | +63.6% |
| YTD | +65.7% | +22.0% | +43.7% | +53.3% |
| 1Y | +60.4% | +5.2% | +55.2% | +55.0% |
| All | +121.1% | +47.2% | +74.0% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling