+121.1%
DDOG vs DUK
+48.4%
+72.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.8% | +6.8% |
| 7D | +7.7% | -0.1% | +7.8% | +7.6% |
| 30D | -13.6% | +0.2% | -13.9% | -13.4% |
| 3M | -0.9% | -1.9% | +1.0% | -1.4% |
| 6M | +75.2% | -6.5% | +81.7% | +71.7% |
| YTD | +65.7% | +5.4% | +60.2% | +71.1% |
| 1Y | +60.4% | +3.6% | +56.8% | +64.9% |
| All | +121.1% | +48.4% | +72.7% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling