+44.9%
AMZN vs DDOG
+60.9%
-16.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -8.9% | -3.8% |
| 7D | -1.0% | +7.7% | -8.7% | -3.2% |
| 30D | -9.2% | -13.6% | +4.4% | -5.8% |
| 3M | +3.4% | -0.9% | +4.3% | +1.4% |
| 6M | +18.2% | +75.2% | -57.0% | -6.8% |
| YTD | +9.3% | +65.7% | -56.3% | -13.6% |
| 1Y | +5.9% | +60.4% | -54.4% | -17.1% |
| 3Y | +82.6% | +130.7% | -48.1% | +18.0% |
| 5Y | +44.9% | +59.9% | -15.0% | -3.3% |
| All | +44.9% | +60.9% | -16.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling