+61.6%
DDOG vs DUK
+1.8%
+59.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -1.7% |
| 7D | -10.1% | 0.0% | -10.1% | -10.2% |
| 30D | -24.8% | -1.7% | -23.1% | -25.6% |
| 3M | -12.6% | -0.4% | -12.1% | -11.7% |
| 6M | +79.9% | -7.2% | +87.2% | +74.2% |
| YTD | +56.6% | +5.3% | +51.3% | +64.2% |
| 1Y | +61.6% | +3.0% | +58.6% | +72.8% |
| All | +61.6% | +1.8% | +59.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling