+115.3%
DDOG vs IT
-51.4%
+166.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.2% | +1.6% |
| 7D | -6.1% | -9.1% | +3.0% | -2.7% |
| 30D | -10.1% | -7.0% | -3.1% | -7.8% |
| 3M | -9.3% | +7.6% | -16.9% | -13.3% |
| 6M | +67.2% | +2.1% | +65.1% | +62.8% |
| YTD | +54.6% | -31.6% | +86.2% | +70.9% |
| 1Y | +54.1% | -29.9% | +84.0% | +67.1% |
| 3Y | +115.3% | -51.3% | +166.5% | +184.3% |
| All | +115.3% | -51.4% | +166.6% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling