+55.0%
DDOG vs DOCN
+54.1%
+0.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.0% |
| 7D | -10.1% | +1.1% | -11.3% | -10.5% |
| 30D | -24.8% | -9.6% | -15.2% | -22.0% |
| 3M | -12.6% | -37.7% | +25.1% | +2.3% |
| 6M | +79.9% | +115.2% | -35.3% | +12.3% |
| YTD | +56.6% | +133.7% | -77.2% | -7.7% |
| 1Y | +61.6% | +250.2% | -188.6% | -23.4% |
| 3Y | +117.9% | +320.3% | -202.4% | -20.3% |
| All | +55.0% | +54.1% | +0.9% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling