+172.6%
CSCO vs DDOG
+458.3%
-285.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -6.9% | -0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.7% |
| 30D | -10.7% | -13.6% | +2.9% | -9.6% |
| 3M | -8.7% | -0.9% | -7.8% | -9.2% |
| 6M | +44.9% | +75.2% | -30.3% | +35.3% |
| YTD | +44.1% | +65.7% | -21.5% | +34.8% |
| 1Y | +65.9% | +60.4% | +5.5% | +54.8% |
| 3Y | +109.0% | +130.7% | -21.7% | +85.0% |
| 5Y | +114.8% | +59.9% | +54.9% | +89.5% |
| All | +172.6% | +458.3% | -285.7% | +84.3% |
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 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