-5.2%
ADBE vs DDOG
+427.7%
-433.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.5% |
| 7D | -8.6% | -10.1% | +1.6% | -5.8% |
| 30D | +2.8% | -24.8% | +27.6% | +10.4% |
| 3M | +3.1% | -12.6% | +15.7% | +5.7% |
| 6M | -2.4% | +79.9% | -82.4% | -20.4% |
| YTD | -23.9% | +56.6% | -80.4% | -35.9% |
| 1Y | -22.6% | +61.6% | -84.2% | -36.9% |
| 3Y | -52.7% | +117.9% | -170.6% | -66.5% |
| 5Y | -60.0% | +54.2% | -114.2% | -70.9% |
| All | -5.2% | +427.7% | -433.0% | -58.3% |
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 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