+59.9%
DDOG vs NEM
+156.0%
-96.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +7.0% |
| 7D | +7.7% | +3.1% | +4.6% | +7.3% |
| 30D | -13.6% | +10.0% | -23.6% | -14.7% |
| 3M | -0.9% | +30.9% | -31.8% | -4.3% |
| 6M | +75.2% | +10.5% | +64.7% | +71.7% |
| YTD | +65.7% | +29.7% | +35.9% | +58.1% |
| 1Y | +60.4% | +71.1% | -10.7% | +46.3% |
| 3Y | +130.7% | +252.1% | -121.4% | +85.3% |
| 5Y | +59.9% | +157.7% | -97.8% | +36.9% |
| All | +59.9% | +156.0% | -96.1% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling