+65.0%
XLF vs DDOG
+56.4%
+8.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.2% |
| 7D | -2.9% | +3.2% | -6.1% | -3.2% |
| 30D | -1.6% | -10.2% | +8.5% | -0.7% |
| 3M | +9.3% | -2.6% | +11.9% | +8.8% |
| 6M | +14.6% | +80.1% | -65.6% | +5.5% |
| YTD | +4.7% | +63.0% | -58.3% | -3.0% |
| 1Y | +8.6% | +59.4% | -50.7% | +0.3% |
| 3Y | +73.9% | +127.0% | -53.2% | +50.1% |
| 5Y | +65.0% | +61.7% | +3.4% | +42.8% |
| All | +65.0% | +56.4% | +8.6% | +42.8% |
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