+467.1%
DDOG vs CIEN
+690.1%
-223.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -10.1% | -15.2% | +5.0% | -5.4% |
| 30D | -24.8% | -21.5% | -3.3% | -19.5% |
| 3M | -12.6% | -40.1% | +27.5% | +1.0% |
| 6M | +79.9% | -6.6% | +86.5% | +65.0% |
| YTD | +56.6% | +37.3% | +19.3% | +19.6% |
| 1Y | +61.6% | +174.5% | -113.0% | -10.2% |
| 3Y | +117.9% | +562.3% | -444.4% | -27.8% |
| 5Y | +54.2% | +463.9% | -409.7% | -45.4% |
| All | +467.1% | +690.1% | -223.0% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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