+76.9%
DDOG vs XYZ
+61.5%
+15.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +1.3% |
| 7D | +5.6% | -2.1% | +7.8% | +6.3% |
| 30D | -34.9% | +7.0% | -41.9% | -37.1% |
| 3M | -23.4% | +5.1% | -28.5% | -25.8% |
| 6M | -7.7% | +14.1% | -21.8% | -12.8% |
| YTD | +35.6% | +26.4% | +9.3% | +23.0% |
| 1Y | -3.4% | +25.1% | -28.4% | -12.3% |
| All | +76.9% | +61.5% | +15.5% | +44.0% |
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 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