+114.0%
CSCO vs DDOG
+54.5%
+59.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -0.5% | -6.1% | +5.6% | 0.0% |
| 30D | -10.1% | -10.1% | 0.0% | -9.4% |
| 3M | -11.7% | -9.3% | -2.5% | -11.5% |
| 6M | +40.1% | +67.2% | -27.1% | +31.7% |
| YTD | +43.8% | +54.6% | -10.8% | +35.6% |
| 1Y | +66.6% | +54.1% | +12.5% | +56.4% |
| 3Y | +108.5% | +115.3% | -6.8% | +86.3% |
| 5Y | +114.0% | +50.6% | +63.3% | +89.7% |
| All | +114.0% | +54.5% | +59.4% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling