+50.6%
DDOG vs DOW
-37.1%
+87.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -6.1% | -2.9% | -3.2% | -5.5% |
| 30D | -10.1% | +2.0% | -12.1% | -10.7% |
| 3M | -9.3% | -12.5% | +3.3% | -6.5% |
| 6M | +67.2% | -9.2% | +76.4% | +66.9% |
| YTD | +54.6% | +30.8% | +23.8% | +36.1% |
| 1Y | +54.1% | +29.4% | +24.7% | +34.7% |
| 3Y | +115.3% | -34.6% | +149.8% | +147.9% |
| 5Y | +50.6% | -35.9% | +86.6% | +75.9% |
| All | +50.6% | -37.1% | +87.8% | +75.9% |
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