+68.2%
DDOG vs DOCS
-21.0%
+89.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.6% | +3.1% |
| 7D | -23.9% | -0.8% | -23.1% | -24.0% |
| 30D | -34.0% | +17.4% | -51.4% | -36.9% |
| 3M | -21.9% | +57.4% | -79.3% | -32.2% |
| 6M | +24.6% | +26.5% | -2.0% | +13.4% |
| YTD | +31.7% | -26.6% | +58.2% | +37.5% |
| 1Y | -6.2% | -48.1% | +41.9% | +6.7% |
| 3Y | +125.1% | +52.6% | +72.4% | +61.1% |
| 5Y | -3.5% | -52.1% | +48.6% | -11.1% |
| All | +68.2% | -21.0% | +89.2% | +57.9% |
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