+489.1%
DDOG vs ADSK
+40.3%
+448.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +3.9% | -2.5% | +6.4% | +5.7% |
| 30D | -8.2% | -14.9% | +6.7% | +3.4% |
| 3M | -5.6% | +3.3% | -8.9% | -9.9% |
| 6M | +73.5% | -15.7% | +89.2% | +94.3% |
| YTD | +62.7% | -28.2% | +90.9% | +107.6% |
| 1Y | +59.0% | -34.5% | +93.5% | +117.3% |
| 3Y | +117.1% | -2.9% | +120.0% | +110.3% |
| 5Y | +61.3% | -25.3% | +86.6% | +86.9% |
| All | +489.1% | +40.3% | +448.8% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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