+479.7%
ASML vs DDOG
+332.7%
+147.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.5% | -1.9% | -7.5% |
| 7D | -19.0% | -34.3% | +15.3% | -10.3% |
| 30D | -25.9% | -37.2% | +11.3% | -17.2% |
| 3M | -19.1% | -38.3% | +19.3% | -10.4% |
| 6M | -5.7% | +19.8% | -25.5% | -14.4% |
| YTD | +27.6% | +28.4% | -0.8% | +11.0% |
| 1Y | +30.8% | +12.7% | +18.1% | +17.0% |
| 3Y | +116.2% | +112.8% | +3.4% | +54.5% |
| 5Y | +67.7% | -5.9% | +73.5% | +38.5% |
| All | +479.7% | +332.7% | +147.0% | +202.1% |
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