+489.1%
DDOG vs DGX
+153.4%
+335.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +3.9% | -0.9% | +4.8% | +4.1% |
| 30D | -8.2% | -1.2% | -7.0% | -8.0% |
| 3M | -5.6% | +15.8% | -21.3% | -9.8% |
| 6M | +73.5% | +18.2% | +55.3% | +64.2% |
| YTD | +62.7% | +37.2% | +25.5% | +46.6% |
| 1Y | +59.0% | +30.4% | +28.6% | +44.9% |
| 3Y | +117.1% | +96.7% | +20.4% | +64.7% |
| 5Y | +61.3% | +67.2% | -5.9% | +30.4% |
| All | +489.1% | +153.4% | +335.7% | +323.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling