+73.0%
DDOG vs DOCS
-19.0%
+92.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | +2.6% | +0.3% | +2.2% |
| 30D | -31.6% | +11.4% | -43.1% | -33.7% |
| 3M | -27.0% | +25.4% | -52.4% | -31.6% |
| 6M | -10.3% | +42.5% | -52.8% | -20.7% |
| YTD | +35.4% | -24.7% | +60.1% | +40.5% |
| 1Y | -1.0% | -32.9% | +32.0% | +5.6% |
| 3Y | +76.7% | +39.6% | +37.0% | +31.6% |
| 5Y | -4.6% | -54.6% | +50.0% | -12.5% |
| All | +73.0% | -19.0% | +92.0% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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