+43.4%
XLK vs DDOG
+61.3%
-18.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | +0.9% | -10.1% | +11.0% | +2.0% |
| 30D | +0.7% | -24.8% | +25.5% | +3.4% |
| 3M | -2.9% | -12.6% | +9.7% | -2.0% |
| 6M | +34.3% | +79.9% | -45.7% | +24.5% |
| YTD | +30.4% | +56.6% | -26.2% | +22.2% |
| 1Y | +43.4% | +61.6% | -18.2% | +36.0% |
| All | +43.4% | +61.3% | -18.0% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling