+90.0%
CSCO vs DDOG
+116.2%
-26.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -10.2% | -23.9% | +13.7% | -8.0% |
| 30D | -20.1% | -34.0% | +14.0% | -17.0% |
| 3M | -22.1% | -21.9% | -0.1% | -20.4% |
| 6M | +3.2% | +24.6% | -21.4% | 0.0% |
| YTD | +24.1% | +31.7% | -7.6% | +18.9% |
| 1Y | +34.6% | -6.2% | +40.7% | +33.8% |
| 3Y | +90.0% | +125.1% | -35.1% | +69.5% |
| All | +90.0% | +116.2% | -26.2% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling