+114.9%
DDOG vs DOCN
+70.4%
+44.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -15.9% | +8.4% | -1.3% |
| 7D | -34.3% | -29.3% | -5.0% | -24.6% |
| 30D | -37.2% | -46.0% | +8.8% | -20.4% |
| 3M | -38.3% | -43.2% | +4.9% | -24.3% |
| 6M | +19.8% | -53.7% | +73.5% | +52.9% |
| YTD | +28.4% | +46.9% | -18.5% | -8.1% |
| 1Y | +12.7% | +54.3% | -41.7% | -21.2% |
| 3Y | +112.8% | +185.5% | -72.7% | -4.7% |
| 5Y | -5.9% | -31.1% | +25.2% | -32.3% |
| All | +114.9% | +70.4% | +44.5% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling