+117.3%
DDOG vs DOCS
+9.5%
+107.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -10.1% | -1.4% | -8.7% | -10.0% |
| 30D | -24.8% | +21.8% | -46.6% | -27.4% |
| 3M | -12.6% | +27.3% | -39.9% | -16.2% |
| 6M | +79.9% | -0.3% | +80.3% | +76.9% |
| YTD | +56.6% | -40.5% | +97.1% | +62.4% |
| 1Y | +61.6% | -61.5% | +123.1% | +74.7% |
| All | +117.3% | +9.5% | +107.8% | +109.3% |
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 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