+127.0%
DDOG vs DOCN
+117.0%
+10.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -1.3% |
| 7D | +5.6% | +27.4% | -21.8% | -4.2% |
| 30D | -34.9% | -29.7% | -5.1% | -25.7% |
| 3M | -23.4% | -32.5% | +9.0% | -12.4% |
| 6M | -7.7% | -42.2% | +34.4% | +8.6% |
| YTD | +35.6% | +87.2% | -51.5% | -12.0% |
| 1Y | -3.4% | +86.2% | -89.6% | -37.3% |
| 3Y | +78.0% | +257.4% | -179.5% | -27.6% |
| 5Y | -4.4% | -27.4% | +22.9% | -35.2% |
| All | +127.0% | +117.0% | +10.0% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling