+459.9%
DDOG vs ADSK
+40.2%
+419.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | +0.8% |
| 7D | -6.1% | -14.3% | +8.2% | +5.6% |
| 30D | -10.1% | -14.8% | +4.7% | +1.7% |
| 3M | -9.3% | -5.7% | -3.6% | -7.1% |
| 6M | +67.2% | -18.7% | +85.9% | +93.3% |
| YTD | +54.6% | -28.3% | +82.9% | +97.9% |
| 1Y | +54.1% | -35.1% | +89.1% | +112.4% |
| 3Y | +115.3% | -3.2% | +118.5% | +109.5% |
| 5Y | +50.6% | -26.7% | +77.3% | +77.0% |
| All | +459.9% | +40.2% | +419.7% | +283.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling