+45.9%
CSCO vs DDOG
+19.2%
+26.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.4% | +15.0% | +1.5% |
| 7D | -6.1% | -32.2% | +26.2% | -4.0% |
| 30D | -8.2% | -31.7% | +23.6% | -6.2% |
| 3M | -14.6% | -34.5% | +19.9% | -12.7% |
| 6M | +12.7% | +28.7% | -15.9% | +12.3% |
| YTD | +37.0% | +38.8% | -1.8% | +35.4% |
| 1Y | +45.9% | +19.8% | +26.1% | +44.1% |
| All | +45.9% | +19.2% | +26.7% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling