+391.0%
DDOG vs ACN
+47.1%
+343.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.2% | +4.4% |
| 7D | -2.3% | -4.0% | +1.7% | -0.1% |
| 30D | -35.8% | +19.0% | -54.8% | -43.7% |
| 3M | -25.3% | +42.2% | -67.5% | -43.0% |
| 6M | -8.9% | +50.1% | -59.0% | -34.9% |
| YTD | +35.6% | -2.7% | +38.3% | +32.0% |
| 1Y | -6.8% | +7.6% | -14.4% | -16.2% |
| 3Y | +77.9% | -15.9% | +93.8% | +83.5% |
| 5Y | -3.1% | -24.4% | +21.2% | +7.7% |
| All | +391.0% | +47.1% | +343.9% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling