+19.8%
DDOG vs DGX
+45.0%
-25.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.5% | -17.9% | -13.9% |
| 7D | -32.2% | +4.1% | -36.3% | -31.7% |
| 30D | -31.7% | +10.5% | -42.2% | -30.9% |
| 3M | -34.5% | +9.8% | -44.3% | -33.8% |
| 6M | +28.7% | +34.6% | -5.9% | +29.5% |
| YTD | +38.8% | +49.8% | -11.0% | +39.4% |
| 1Y | +19.8% | +46.0% | -26.2% | +20.1% |
| All | +19.8% | +45.0% | -25.1% | +20.1% |
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