+46.6%
XLE vs DDOG
-7.4%
+54.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +5.6% | -1.3% | +4.4% |
| 30D | -4.3% | -34.9% | +30.6% | -5.2% |
| 3M | +6.0% | -23.4% | +29.5% | +5.6% |
| 6M | +13.2% | -7.7% | +21.0% | +13.9% |
| YTD | +46.7% | +35.6% | +11.1% | +48.1% |
| 1Y | +46.6% | -3.4% | +50.0% | +53.4% |
| All | +46.6% | -7.4% | +54.0% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling