+61.6%
DDOG vs IT
-24.5%
+86.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | +0.8% |
| 7D | -10.1% | -6.0% | -4.1% | -8.1% |
| 30D | -24.8% | 0.0% | -24.8% | -24.8% |
| 3M | -12.6% | +13.1% | -25.7% | -16.8% |
| 6M | +79.9% | +11.7% | +68.3% | +70.5% |
| YTD | +56.6% | -26.1% | +82.7% | +48.3% |
| 1Y | +61.6% | -21.3% | +82.8% | +60.1% |
| All | +61.6% | -24.5% | +86.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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