+61.6%
DDOG vs DGX
+33.7%
+27.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -1.0% |
| 7D | -10.1% | -2.3% | -7.8% | -10.4% |
| 30D | -24.8% | +0.6% | -25.4% | -24.7% |
| 3M | -12.6% | +21.4% | -34.0% | -11.4% |
| 6M | +79.9% | +14.7% | +65.2% | +82.0% |
| YTD | +56.6% | +38.4% | +18.1% | +62.3% |
| 1Y | +61.6% | +34.0% | +27.6% | +70.3% |
| All | +61.6% | +33.7% | +27.9% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling