+52.6%
DDOG vs ACN
-40.5%
+93.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +1.4% |
| 7D | -10.1% | -1.5% | -8.6% | -9.2% |
| 30D | -24.8% | +9.4% | -34.2% | -29.7% |
| 3M | -12.6% | +5.6% | -18.2% | -18.3% |
| 6M | +79.9% | -9.3% | +89.2% | +89.7% |
| YTD | +56.6% | -29.0% | +85.5% | +99.2% |
| 1Y | +61.6% | -24.7% | +86.2% | +93.0% |
| 3Y | +117.9% | -39.8% | +157.7% | +196.8% |
| All | +52.6% | -40.5% | +93.1% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling