+467.1%
DDOG vs NDAQ
+212.1%
+255.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.5% |
| 7D | -10.1% | -2.4% | -7.7% | -8.4% |
| 30D | -24.8% | +2.5% | -27.3% | -26.0% |
| 3M | -12.6% | +9.9% | -22.5% | -19.2% |
| 6M | +79.9% | +9.4% | +70.5% | +66.7% |
| YTD | +56.6% | +0.4% | +56.2% | +54.5% |
| 1Y | +61.6% | +4.0% | +57.5% | +54.5% |
| 3Y | +117.9% | +94.4% | +23.5% | +25.3% |
| 5Y | +54.2% | +56.7% | -2.5% | +4.9% |
| All | +467.1% | +212.1% | +255.0% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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