+389.9%
XLK vs DDOG
+421.0%
-31.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +2.3% | -6.1% | +8.4% | +3.7% |
| 30D | -0.1% | -10.1% | +10.1% | +1.9% |
| 3M | +2.1% | -9.3% | +11.4% | +3.0% |
| 6M | +37.2% | +67.2% | -30.0% | +17.6% |
| YTD | +30.8% | +54.6% | -23.8% | +13.1% |
| 1Y | +42.6% | +54.1% | -11.5% | +21.9% |
| 3Y | +121.8% | +115.3% | +6.5% | +69.2% |
| 5Y | +145.7% | +50.6% | +95.1% | +89.3% |
| All | +389.9% | +421.0% | -31.1% | +153.4% |
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