+13.0%
DDOG vs NET
+36.7%
-23.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -13.0% |
| 7D | -32.2% | -16.4% | -15.9% | -24.7% |
| 30D | -31.7% | -25.8% | -5.9% | -18.8% |
| 3M | -34.5% | -11.5% | -23.0% | -29.3% |
| 6M | +28.7% | +18.9% | +9.7% | +13.5% |
| YTD | +38.8% | +35.2% | +3.6% | +11.9% |
| 1Y | +19.8% | +14.5% | +5.4% | +5.7% |
| 3Y | +130.0% | +313.8% | -183.8% | -11.2% |
| 5Y | +13.0% | +32.6% | -19.5% | -32.1% |
| All | +13.0% | +36.7% | -23.7% | -32.1% |
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