+13.0%
DDOG vs DOC
-22.8%
+35.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.1% | -17.5% | -15.3% |
| 7D | -32.2% | +8.7% | -40.9% | -34.0% |
| 30D | -31.7% | +7.6% | -39.4% | -33.4% |
| 3M | -34.5% | -5.3% | -29.2% | -33.6% |
| 6M | +28.7% | +27.6% | +1.0% | +17.2% |
| YTD | +38.8% | +32.4% | +6.4% | +24.1% |
| 1Y | +19.8% | +22.9% | -3.0% | +10.0% |
| 3Y | +130.0% | +43.1% | +86.9% | +84.9% |
| 5Y | +13.0% | -21.4% | +34.4% | +33.3% |
| All | +13.0% | -22.8% | +35.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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