+503.6%
AAPL vs DDOG
+427.7%
+75.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.7% | -2.3% |
| 7D | +0.1% | -10.1% | +10.2% | +2.0% |
| 30D | +3.0% | -24.8% | +27.8% | +7.7% |
| 3M | +2.9% | -12.6% | +15.5% | +4.2% |
| 6M | +22.1% | +79.9% | -57.8% | +4.8% |
| YTD | +18.0% | +56.6% | -38.6% | +3.2% |
| 1Y | +33.9% | +61.6% | -27.6% | +14.8% |
| 3Y | +71.2% | +117.9% | -46.7% | +32.5% |
| 5Y | +112.6% | +54.2% | +58.4% | +64.3% |
| All | +503.6% | +427.7% | +75.9% | +224.5% |
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