+218.0%
XLE vs DDOG
+54.1%
+163.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +2.2% | -10.1% | +12.4% | +2.7% |
| 30D | +11.8% | -24.8% | +36.6% | +13.0% |
| 3M | +9.8% | -12.6% | +22.4% | +10.2% |
| 6M | +15.6% | +79.9% | -64.4% | +11.1% |
| YTD | +45.3% | +56.6% | -11.3% | +40.4% |
| 1Y | +48.3% | +61.6% | -13.3% | +42.6% |
| 3Y | +55.4% | +117.9% | -62.4% | +44.7% |
| All | +218.0% | +54.1% | +163.9% | +206.8% |
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