+187.4%
XLE vs DDOG
+421.0%
-233.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | 0.0% | -6.1% | +6.1% | +0.4% |
| 30D | +12.6% | -10.1% | +22.8% | +13.3% |
| 3M | +11.8% | -9.3% | +21.1% | +12.1% |
| 6M | +16.1% | +67.2% | -51.1% | +10.3% |
| YTD | +46.9% | +54.6% | -7.7% | +39.8% |
| 1Y | +53.3% | +54.1% | -0.8% | +45.4% |
| 3Y | +54.9% | +115.3% | -60.3% | +40.2% |
| 5Y | +225.7% | +50.6% | +175.1% | +191.4% |
| All | +187.4% | +421.0% | -233.6% | +81.1% |
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