+166.9%
XLE vs DDOG
-5.4%
+172.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | +5.4% | +2.9% | +2.6% | +5.3% |
| 30D | -3.9% | -31.6% | +27.7% | -2.4% |
| 3M | +7.0% | -27.0% | +34.0% | +8.3% |
| 6M | +14.2% | -10.3% | +24.5% | +14.0% |
| YTD | +48.2% | +35.4% | +12.7% | +43.8% |
| 1Y | +47.7% | -1.0% | +48.7% | +46.4% |
| 3Y | +70.0% | +76.7% | -6.6% | +59.4% |
| All | +166.9% | -5.4% | +172.3% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling