+139.2%
CSCO vs DDOG
+356.4%
-217.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.2% | -6.1% | -6.2% |
| 7D | +1.9% | +2.9% | -1.0% | +1.6% |
| 30D | -15.8% | -31.6% | +15.8% | -12.9% |
| 3M | -15.4% | -27.0% | +11.6% | -13.1% |
| 6M | -5.4% | -10.3% | +4.9% | -5.3% |
| YTD | +26.5% | +35.4% | -9.0% | +20.3% |
| 1Y | +25.9% | -1.0% | +26.9% | +23.6% |
| 3Y | +97.5% | +76.7% | +20.9% | +79.7% |
| 5Y | +93.0% | -4.6% | +97.6% | +79.3% |
| All | +139.2% | +356.4% | -217.2% | +64.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling