+149.9%
XLE vs DDOG
-3.9%
+153.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.1% |
| 7D | -12.0% | -23.9% | +11.9% | -10.9% |
| 30D | -2.7% | -34.0% | +31.3% | -1.0% |
| 3M | +6.6% | -21.9% | +28.5% | +7.5% |
| 6M | +9.5% | +24.6% | -15.1% | +7.2% |
| YTD | +40.6% | +31.7% | +8.9% | +36.5% |
| 1Y | +43.6% | -6.2% | +49.8% | +42.7% |
| 3Y | +58.1% | +125.1% | -67.0% | +45.8% |
| All | +149.9% | -3.9% | +153.8% | +135.4% |
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 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