+44.6%
DDOG vs GTLB
-49.8%
+94.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.5% |
| 7D | +3.2% | -4.1% | +7.3% | +5.0% |
| 30D | -10.2% | +12.3% | -22.5% | -15.5% |
| 3M | -2.6% | +65.9% | -68.5% | -23.3% |
| 6M | +80.1% | +104.0% | -23.8% | +29.1% |
| YTD | +63.0% | +26.0% | +37.0% | +43.4% |
| 1Y | +59.4% | -3.5% | +62.9% | +53.9% |
| 3Y | +127.0% | -9.6% | +136.7% | +105.6% |
| All | +44.6% | -49.8% | +94.4% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling