+467.1%
DDOG vs ACN
+7.4%
+459.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | +1.3% |
| 7D | -10.1% | -1.5% | -8.6% | -9.2% |
| 30D | -24.8% | +9.4% | -34.2% | -29.5% |
| 3M | -12.6% | +5.6% | -18.2% | -18.3% |
| 6M | +79.9% | -9.3% | +89.2% | +87.7% |
| YTD | +56.6% | -29.0% | +85.5% | +93.8% |
| 1Y | +61.6% | -24.7% | +86.2% | +89.1% |
| 3Y | +117.9% | -39.8% | +157.7% | +190.7% |
| 5Y | +54.2% | -40.9% | +95.2% | +109.6% |
| All | +467.1% | +7.4% | +459.6% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling