+19.8%
DDOG vs NEM
+50.9%
-31.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +9.9% | -24.3% | -14.6% |
| 7D | -32.2% | +3.7% | -35.9% | -32.0% |
| 30D | -31.7% | +2.0% | -33.7% | -31.4% |
| 3M | -34.5% | +21.1% | -55.6% | -35.0% |
| 6M | +28.7% | +9.5% | +19.1% | +28.3% |
| YTD | +38.8% | +19.1% | +19.7% | +28.8% |
| 1Y | +19.8% | +51.1% | -31.3% | -3.4% |
| All | +19.8% | +50.9% | -31.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling