+133.3%
XLF vs DDOG
+427.7%
-294.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | 0.0% | -10.1% | +10.1% | +1.0% |
| 30D | +0.2% | -24.8% | +25.0% | +2.6% |
| 3M | +11.7% | -12.6% | +24.3% | +12.5% |
| 6M | +13.8% | +79.9% | -66.2% | +5.1% |
| YTD | +7.0% | +56.6% | -49.6% | -0.1% |
| 1Y | +9.1% | +61.6% | -52.4% | +0.9% |
| 3Y | +75.6% | +117.9% | -42.3% | +53.8% |
| 5Y | +66.4% | +54.2% | +12.2% | +44.9% |
| All | +133.3% | +427.7% | -294.4% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling