-5.9%
DDOG vs DOC
-22.1%
+16.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.2% | -7.2% | -7.4% |
| 7D | -34.3% | +6.2% | -40.6% | -35.6% |
| 30D | -37.2% | +6.5% | -43.7% | -38.6% |
| 3M | -38.3% | -6.2% | -32.1% | -37.3% |
| 6M | +19.8% | +25.6% | -5.8% | +9.8% |
| YTD | +28.4% | +32.1% | -3.7% | +15.0% |
| 1Y | +12.7% | +20.3% | -7.6% | +4.3% |
| 3Y | +112.8% | +42.7% | +70.1% | +71.5% |
| 5Y | -5.9% | -22.2% | +16.3% | +10.1% |
| All | -5.9% | -22.1% | +16.2% | +10.1% |
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