+121.1%
DDOG vs ITW
+18.4%
+102.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.4% |
| 7D | +7.7% | -1.9% | +9.6% | +7.9% |
| 30D | -13.6% | -10.4% | -3.3% | -12.4% |
| 3M | -0.9% | +3.5% | -4.4% | -1.4% |
| 6M | +75.2% | -3.4% | +78.6% | +76.9% |
| YTD | +65.7% | +8.5% | +57.1% | +59.5% |
| 1Y | +60.4% | +3.2% | +57.1% | +57.7% |
| All | +121.1% | +18.4% | +102.8% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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