+55.0%
DDOG vs NET
+112.9%
-57.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.2% |
| 7D | -10.1% | -7.0% | -3.2% | -6.5% |
| 30D | -24.8% | -4.8% | -20.0% | -22.5% |
| 3M | -12.6% | +3.8% | -16.4% | -14.5% |
| 6M | +79.9% | +50.0% | +29.9% | +37.6% |
| YTD | +56.6% | +41.5% | +15.1% | +22.7% |
| 1Y | +61.6% | +32.8% | +28.7% | +29.8% |
| 3Y | +117.9% | +335.9% | -218.0% | -18.8% |
| All | +55.0% | +112.9% | -57.9% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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