+459.9%
DDOG vs DGX
+153.9%
+306.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -10.1% | -1.2% | -8.9% | -9.9% |
| 3M | -9.3% | +19.9% | -29.2% | -14.3% |
| 6M | +67.2% | +19.2% | +48.0% | +57.8% |
| YTD | +54.6% | +37.5% | +17.1% | +39.2% |
| 1Y | +54.1% | +31.3% | +22.8% | +40.1% |
| 3Y | +115.3% | +96.6% | +18.6% | +63.4% |
| 5Y | +50.6% | +64.3% | -13.6% | +22.6% |
| All | +459.9% | +153.9% | +306.0% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling