-3.1%
DDOG vs IT
-41.7%
+38.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +2.2% |
| 7D | -2.3% | -6.8% | +4.5% | +1.5% |
| 30D | -35.8% | -0.6% | -35.3% | -37.5% |
| 3M | -25.3% | +3.1% | -28.3% | -30.0% |
| 6M | -8.9% | +25.5% | -34.4% | -26.8% |
| YTD | +35.6% | -23.5% | +59.1% | +49.1% |
| 1Y | -6.8% | -16.6% | +9.8% | -4.0% |
| 3Y | +77.9% | -53.1% | +131.0% | +161.5% |
| 5Y | -3.1% | -41.4% | +38.3% | +5.6% |
| All | -3.1% | -41.7% | +38.5% | +5.6% |
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