+118.4%
DDOG vs ABNB
+14.8%
+103.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +3.2% | -9.5% | +12.7% | +8.7% |
| 30D | -10.2% | -9.4% | -0.8% | -5.8% |
| 3M | -2.6% | +29.9% | -32.5% | -16.9% |
| 6M | +80.1% | +26.6% | +53.6% | +55.9% |
| YTD | +63.0% | +23.5% | +39.5% | +43.0% |
| 1Y | +59.4% | +35.8% | +23.5% | +32.1% |
| 3Y | +127.0% | +15.0% | +112.1% | +96.3% |
| 5Y | +61.7% | +1.5% | +60.2% | +41.8% |
| All | +118.4% | +14.8% | +103.6% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ABNB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling