+59.0%
DDOG vs ADSK
-34.7%
+93.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +3.9% | -2.5% | +6.4% | +5.5% |
| 30D | -8.2% | -14.9% | +6.7% | +2.5% |
| 3M | -5.6% | +3.3% | -8.9% | -9.7% |
| 6M | +73.5% | -15.7% | +89.2% | +96.5% |
| YTD | +62.7% | -28.2% | +90.9% | +103.7% |
| 1Y | +59.0% | -34.5% | +93.5% | +109.3% |
| All | +59.0% | -34.7% | +93.7% | +109.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling