-3.1%
DDOG vs DOW
-27.6%
+24.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.4% | 0.0% | +2.5% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -35.8% | +15.7% | -51.5% | -38.2% |
| 3M | -25.3% | +5.3% | -30.6% | -26.5% |
| 6M | -8.9% | -14.2% | +5.3% | -5.4% |
| YTD | +35.6% | +43.9% | -8.3% | +15.7% |
| 1Y | -6.8% | +53.1% | -59.9% | -22.5% |
| 3Y | +77.9% | -21.8% | +99.7% | +91.6% |
| 5Y | -3.1% | -28.3% | +25.2% | +17.3% |
| All | -3.1% | -27.6% | +24.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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