-5.9%
DDOG vs DOCS
-54.0%
+48.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.3% | -3.2% | -6.2% |
| 7D | -34.3% | -1.3% | -33.0% | -34.2% |
| 30D | -37.2% | +19.4% | -56.6% | -40.7% |
| 3M | -38.3% | +53.4% | -91.7% | -47.2% |
| 6M | +19.8% | +28.8% | -8.9% | +6.8% |
| YTD | +28.4% | -25.1% | +53.5% | +34.5% |
| 1Y | +12.7% | -48.1% | +60.8% | +31.4% |
| 3Y | +112.8% | +51.4% | +61.5% | +36.2% |
| 5Y | -5.9% | -51.1% | +45.2% | -9.9% |
| All | -5.9% | -54.0% | +48.1% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling