+85.9%
AMZN vs DDOG
+117.5%
-31.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | +0.8% | -6.1% | +6.9% | +1.9% |
| 30D | -6.4% | -10.1% | +3.8% | -4.9% |
| 3M | +4.8% | -9.3% | +14.1% | +5.3% |
| 6M | +20.5% | +67.2% | -46.7% | +3.6% |
| YTD | +11.3% | +54.6% | -43.3% | -3.3% |
| 1Y | +9.0% | +54.1% | -45.1% | -7.2% |
| 3Y | +85.9% | +115.3% | -29.4% | +49.5% |
| All | +85.9% | +117.5% | -31.6% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling