+467.1%
DDOG vs CMCSA
-26.4%
+493.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | -10.1% | -2.1% | -8.0% | -9.5% |
| 30D | -24.8% | +7.0% | -31.8% | -26.8% |
| 3M | -12.6% | +15.1% | -27.7% | -17.5% |
| 6M | +79.9% | -15.4% | +95.3% | +88.0% |
| YTD | +56.6% | -1.9% | +58.5% | +53.8% |
| 1Y | +61.6% | -12.7% | +74.3% | +65.9% |
| 3Y | +117.9% | -31.0% | +148.9% | +142.6% |
| 5Y | +54.2% | -46.1% | +100.3% | +83.7% |
| All | +467.1% | -26.4% | +493.4% | +519.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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