+467.1%
DDOG vs XYZ
+38.0%
+429.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.5% |
| 7D | -10.1% | -1.0% | -9.2% | -10.0% |
| 30D | -24.8% | -1.7% | -23.1% | -24.0% |
| 3M | -12.6% | +16.7% | -29.3% | -18.9% |
| 6M | +79.9% | +26.9% | +53.1% | +59.6% |
| YTD | +56.6% | +27.1% | +29.4% | +37.0% |
| 1Y | +61.6% | +9.3% | +52.3% | +49.9% |
| 3Y | +117.9% | +42.3% | +75.6% | +58.2% |
| 5Y | +54.2% | -69.3% | +123.5% | +115.2% |
| All | +467.1% | +38.0% | +429.0% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling