+59.9%
DDOG vs XYZ
-69.0%
+128.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.6% |
| 7D | +7.7% | -3.7% | +11.4% | +9.6% |
| 30D | -13.6% | +0.5% | -14.1% | -14.1% |
| 3M | -0.9% | +16.3% | -17.2% | -7.9% |
| 6M | +75.2% | +21.1% | +54.1% | +58.8% |
| YTD | +65.7% | +22.0% | +43.7% | +47.8% |
| 1Y | +60.4% | +5.2% | +55.2% | +51.6% |
| 3Y | +130.7% | +49.6% | +81.1% | +59.9% |
| 5Y | +59.9% | -68.4% | +128.3% | +132.2% |
| All | +59.9% | -69.0% | +128.9% | +132.2% |
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