+391.2%
DDOG vs ACN
+45.0%
+346.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.9% |
| 7D | +5.6% | -5.7% | +11.4% | +9.2% |
| 30D | -34.9% | +17.0% | -51.9% | -42.4% |
| 3M | -23.4% | +39.9% | -63.3% | -41.0% |
| 6M | -7.7% | +50.2% | -57.9% | -34.2% |
| YTD | +35.6% | -4.2% | +39.8% | +33.2% |
| 1Y | -3.4% | +4.3% | -7.7% | -11.3% |
| 3Y | +78.0% | -17.1% | +95.1% | +85.1% |
| 5Y | -4.4% | -26.5% | +22.0% | +8.0% |
| All | +391.2% | +45.0% | +346.3% | +255.6% |
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