+55.0%
DDOG vs DOC
-24.5%
+79.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.3% |
| 7D | -10.1% | -1.5% | -8.7% | -9.8% |
| 30D | -24.8% | -4.8% | -20.0% | -23.6% |
| 3M | -12.6% | +6.9% | -19.5% | -14.5% |
| 6M | +79.9% | +20.7% | +59.2% | +68.0% |
| YTD | +56.6% | +34.1% | +22.4% | +40.2% |
| 1Y | +61.6% | +22.6% | +38.9% | +49.0% |
| 3Y | +117.9% | +20.8% | +97.0% | +98.9% |
| All | +55.0% | -24.5% | +79.5% | +74.5% |
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