+63.6%
DDOG vs ADSK
-25.3%
+88.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.6% |
| 7D | +3.9% | -2.5% | +6.4% | +5.9% |
| 30D | -8.2% | -14.9% | +6.7% | +4.9% |
| 3M | -5.6% | +3.3% | -8.9% | -10.7% |
| 6M | +73.5% | -15.7% | +89.2% | +96.6% |
| YTD | +62.7% | -28.2% | +90.9% | +114.1% |
| 1Y | +59.0% | -34.5% | +93.5% | +126.5% |
| 3Y | +117.1% | -2.9% | +120.0% | +101.9% |
| All | +63.6% | -25.3% | +88.9% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling