-4.4%
DDOG vs XYZ
-64.0%
+59.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.1% | +1.9% |
| 7D | +5.6% | -2.1% | +7.8% | +6.6% |
| 30D | -34.9% | +7.0% | -41.9% | -38.4% |
| 3M | -23.4% | +5.1% | -28.5% | -27.2% |
| 6M | -7.7% | +14.1% | -21.8% | -15.7% |
| YTD | +35.6% | +26.4% | +9.3% | +16.1% |
| 1Y | -3.4% | +25.1% | -28.4% | -17.4% |
| 3Y | +78.0% | +59.7% | +18.2% | +16.5% |
| 5Y | -4.4% | -63.8% | +59.4% | +66.8% |
| All | -4.4% | -64.0% | +59.5% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling