+490.5%
DDOG vs IT
+22.7%
+467.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +3.2% | -12.7% | +15.9% | +10.2% |
| 30D | -10.2% | -8.9% | -1.3% | -6.5% |
| 3M | -2.6% | +10.1% | -12.7% | -10.0% |
| 6M | +80.1% | +7.3% | +72.9% | +68.4% |
| YTD | +63.0% | -32.4% | +95.4% | +91.5% |
| 1Y | +59.4% | -26.6% | +86.0% | +75.5% |
| 3Y | +127.0% | -51.8% | +178.9% | +202.9% |
| 5Y | +61.7% | -45.6% | +107.3% | +102.1% |
| All | +490.5% | +22.7% | +467.8% | +425.4% |
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