+375.1%
DDOG vs NDAQ
+255.6%
+119.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.7% |
| 7D | -19.1% | +2.9% | -22.0% | -20.9% |
| 30D | -39.2% | +17.5% | -56.6% | -46.5% |
| 3M | -31.6% | +15.4% | -47.0% | -39.1% |
| 6M | -10.9% | +24.6% | -35.5% | -25.7% |
| YTD | +31.2% | +14.4% | +16.8% | +16.3% |
| 1Y | -10.7% | +26.9% | -37.6% | -27.0% |
| 3Y | +72.1% | +119.8% | -47.7% | -10.3% |
| 5Y | -5.5% | +70.5% | -76.0% | -40.7% |
| All | +375.1% | +255.6% | +119.5% | +93.9% |
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