+59.9%
DDOG vs IT
-45.7%
+105.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.8% | +8.2% |
| 7D | +7.7% | -9.1% | +16.8% | +13.6% |
| 30D | -13.6% | -12.2% | -1.5% | -7.3% |
| 3M | -0.9% | +7.8% | -8.7% | -9.1% |
| 6M | +75.2% | +2.0% | +73.2% | +66.1% |
| YTD | +65.7% | -32.7% | +98.4% | +104.5% |
| 1Y | +60.4% | -31.1% | +91.5% | +88.8% |
| 3Y | +130.7% | -52.1% | +182.8% | +218.6% |
| 5Y | +59.9% | -46.3% | +106.2% | +88.7% |
| All | +59.9% | -45.7% | +105.6% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling