+467.1%
DDOG vs DOW
-10.5%
+477.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | 0.0% |
| 7D | -10.1% | -2.4% | -7.8% | -9.7% |
| 30D | -24.8% | +0.4% | -25.2% | -25.1% |
| 3M | -12.6% | -14.4% | +1.8% | -9.4% |
| 6M | +79.9% | -7.0% | +86.9% | +79.0% |
| YTD | +56.6% | +30.2% | +26.4% | +39.8% |
| 1Y | +61.6% | +29.2% | +32.4% | +43.1% |
| 3Y | +117.9% | -36.7% | +154.6% | +139.1% |
| 5Y | +54.2% | -37.7% | +91.9% | +69.3% |
| All | +467.1% | -10.5% | +477.6% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling