+489.1%
DDOG vs DUK
+66.3%
+422.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | +3.9% | -0.7% | +4.6% | +4.0% |
| 30D | -8.2% | -2.4% | -5.7% | -7.9% |
| 3M | -5.6% | -3.0% | -2.6% | -5.4% |
| 6M | +73.5% | -6.6% | +80.1% | +74.6% |
| YTD | +62.7% | +4.6% | +58.1% | +60.2% |
| 1Y | +59.0% | +1.2% | +57.7% | +57.4% |
| 3Y | +117.1% | +45.7% | +71.5% | +91.8% |
| 5Y | +61.3% | +40.3% | +21.0% | +42.2% |
| All | +489.1% | +66.3% | +422.8% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling