+376.8%
DDOG vs INTU
+34.2%
+342.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.3% | +5.1% |
| 7D | -23.9% | +0.1% | -24.0% | -24.7% |
| 30D | -34.0% | +15.4% | -49.4% | -41.9% |
| 3M | -21.9% | +6.6% | -28.5% | -28.3% |
| 6M | +24.6% | -11.3% | +35.9% | +26.1% |
| YTD | +31.7% | -47.7% | +79.4% | +97.8% |
| 1Y | -6.2% | -47.0% | +40.8% | +38.8% |
| 3Y | +125.1% | -29.9% | +155.0% | +148.3% |
| 5Y | -3.5% | -42.2% | +38.7% | +21.8% |
| All | +376.8% | +34.2% | +342.6% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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