+119.5%
DDOG vs DOCS
+50.6%
+68.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.3% | -3.2% | -6.9% |
| 7D | -34.3% | -1.3% | -33.0% | -34.3% |
| 30D | -37.2% | +19.4% | -56.6% | -38.7% |
| 3M | -38.3% | +53.4% | -91.7% | -42.2% |
| 6M | +19.8% | +28.8% | -8.9% | +14.1% |
| YTD | +28.4% | -25.1% | +53.5% | +28.3% |
| 1Y | +12.7% | -48.1% | +60.8% | +15.9% |
| All | +119.5% | +50.6% | +68.9% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling