+459.9%
DDOG vs ITW
+101.7%
+358.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -6.1% | -0.4% | -5.6% | -5.9% |
| 30D | -10.1% | -9.4% | -0.7% | -6.6% |
| 3M | -9.3% | +7.1% | -16.4% | -11.9% |
| 6M | +67.2% | -1.9% | +69.0% | +67.0% |
| YTD | +54.6% | +10.4% | +44.1% | +45.3% |
| 1Y | +54.1% | +3.3% | +50.8% | +49.0% |
| 3Y | +115.3% | +21.0% | +94.3% | +91.1% |
| 5Y | +50.6% | +36.3% | +14.3% | +25.4% |
| All | +459.9% | +101.7% | +358.2% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling