+117.5%
XLK vs DDOG
+125.8%
-8.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.1% |
| 7D | -0.4% | +3.2% | -3.6% | -1.1% |
| 30D | -0.5% | -10.2% | +9.7% | +1.4% |
| 3M | +5.0% | -2.6% | +7.6% | +4.2% |
| 6M | +32.9% | +80.1% | -47.3% | +13.9% |
| YTD | +29.0% | +63.0% | -34.1% | +12.2% |
| 1Y | +37.8% | +59.4% | -21.5% | +18.8% |
| All | +117.5% | +125.8% | -8.3% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling