+172.0%
CSCO vs DDOG
+427.7%
-255.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.7% | -10.1% | +9.5% | +0.3% |
| 30D | -10.1% | -24.8% | +14.7% | -8.1% |
| 3M | -15.7% | -12.6% | -3.1% | -15.1% |
| 6M | +36.3% | +79.9% | -43.7% | +26.9% |
| YTD | +43.8% | +56.6% | -12.7% | +35.2% |
| 1Y | +63.9% | +61.6% | +2.4% | +52.8% |
| 3Y | +104.4% | +117.9% | -13.5% | +81.9% |
| 5Y | +111.4% | +54.2% | +57.1% | +87.1% |
| All | +172.0% | +427.7% | -255.7% | +84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling