+391.2%
DDOG vs IT
+37.2%
+354.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.6% |
| 7D | +5.6% | -3.7% | +9.3% | +7.4% |
| 30D | -34.9% | -3.1% | -31.8% | -35.4% |
| 3M | -23.4% | +6.3% | -29.8% | -28.4% |
| 6M | -7.7% | +24.8% | -32.5% | -22.5% |
| YTD | +35.6% | -24.4% | +60.0% | +46.1% |
| 1Y | -3.4% | -17.1% | +13.7% | -1.1% |
| 3Y | +78.0% | -53.6% | +131.6% | +139.8% |
| 5Y | -4.4% | -42.5% | +38.1% | +11.3% |
| All | +391.2% | +37.2% | +354.0% | +300.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling