+40.5%
CSCO vs DDOG
-7.4%
+47.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.6% | +5.6% | +0.9% | +6.1% |
| 30D | -11.3% | -34.9% | +23.5% | -8.6% |
| 3M | -17.3% | -23.4% | +6.1% | -15.5% |
| 6M | +3.5% | -7.7% | +11.3% | +4.3% |
| YTD | +34.9% | +35.6% | -0.8% | +33.3% |
| 1Y | +40.5% | -3.4% | +43.8% | +56.7% |
| All | +40.5% | -7.4% | +47.8% | +56.7% |
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