+63.6%
DDOG vs DGX
+66.8%
-3.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 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% | -9.2% |
| 6M | +73.5% | +18.2% | +55.3% | +65.6% |
| YTD | +62.7% | +37.2% | +25.5% | +48.4% |
| 1Y | +59.0% | +30.4% | +28.6% | +46.5% |
| 3Y | +117.1% | +96.7% | +20.4% | +60.9% |
| All | +63.6% | +66.8% | -3.2% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling