+12.7%
DDOG vs DOCS
-49.5%
+62.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.3% | -3.2% | -6.7% |
| 7D | -34.3% | -1.3% | -33.0% | -34.2% |
| 30D | -37.2% | +19.4% | -56.6% | -39.5% |
| 3M | -38.3% | +53.4% | -91.7% | -44.3% |
| 6M | +19.8% | +28.8% | -8.9% | +11.5% |
| YTD | +28.4% | -25.1% | +53.5% | +22.5% |
| 1Y | +12.7% | -48.1% | +60.8% | +6.4% |
| All | +12.7% | -49.5% | +62.1% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling