+176.5%
XLE vs DDOG
+345.2%
-168.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -7.9% | -16.9% | +9.0% | -6.7% |
| 30D | -4.8% | -38.8% | +33.9% | -1.8% |
| 3M | +8.4% | -23.2% | +31.6% | +9.9% |
| 6M | +12.7% | -10.3% | +22.9% | +12.4% |
| YTD | +41.3% | +32.1% | +9.2% | +35.6% |
| 1Y | +42.3% | -6.1% | +48.4% | +40.6% |
| 3Y | +65.1% | +79.2% | -14.1% | +51.4% |
| 5Y | +150.2% | -8.6% | +158.8% | +135.5% |
| All | +176.5% | +345.2% | -168.7% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling