+145.6%
XLK vs DDOG
+56.4%
+89.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -0.4% | +3.2% | -3.6% | -1.2% |
| 30D | -0.5% | -10.2% | +9.7% | +1.7% |
| 3M | +5.0% | -2.6% | +7.6% | +4.1% |
| 6M | +32.9% | +80.1% | -47.3% | +11.1% |
| YTD | +29.0% | +63.0% | -34.1% | +9.5% |
| 1Y | +37.8% | +59.4% | -21.5% | +16.1% |
| 3Y | +118.7% | +127.0% | -8.4% | +61.8% |
| 5Y | +145.6% | +61.7% | +83.9% | +81.9% |
| All | +145.6% | +56.4% | +89.1% | +81.9% |
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