+389.4%
XLK vs DDOG
+448.2%
-58.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +0.2% | +3.9% | -3.7% | -0.7% |
| 30D | -0.6% | -8.2% | +7.5% | +1.0% |
| 3M | +2.6% | -5.6% | +8.1% | +2.4% |
| 6M | +34.0% | +73.5% | -39.5% | +13.9% |
| YTD | +30.7% | +62.7% | -32.0% | +11.7% |
| 1Y | +39.2% | +59.0% | -19.8% | +18.1% |
| 3Y | +120.4% | +117.1% | +3.3% | +67.9% |
| 5Y | +148.8% | +61.3% | +87.5% | +88.7% |
| All | +389.4% | +448.2% | -58.8% | +150.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling