+572.6%
AAPL vs DDOG
+356.4%
+216.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.1% | +2.9% | +1.3% | +3.6% |
| 30D | +4.0% | -31.6% | +35.6% | +10.5% |
| 3M | +16.8% | -27.0% | +43.8% | +22.0% |
| 6M | +19.4% | -10.3% | +29.7% | +18.0% |
| YTD | +31.5% | +35.4% | -3.9% | +16.6% |
| 1Y | +31.0% | -1.0% | +32.0% | +24.1% |
| 3Y | +95.3% | +76.7% | +18.6% | +56.9% |
| 5Y | +143.4% | -4.6% | +148.0% | +106.0% |
| All | +572.6% | +356.4% | +216.2% | +266.6% |
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