+63.6%
DDOG vs AZO
+85.8%
-22.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +3.9% | -3.6% | +7.5% | +4.9% |
| 30D | -8.2% | -5.6% | -2.6% | -6.8% |
| 3M | -5.6% | -6.6% | +1.1% | -4.1% |
| 6M | +73.5% | -22.5% | +96.0% | +85.8% |
| YTD | +62.7% | -15.2% | +77.8% | +68.0% |
| 1Y | +59.0% | -33.9% | +92.9% | +79.3% |
| 3Y | +117.1% | +11.8% | +105.3% | +89.3% |
| All | +63.6% | +85.8% | -22.2% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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