+489.1%
DDOG vs NI
+76.0%
+413.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.9% | 0.0% | +3.8% | +3.9% |
| 30D | -8.2% | -1.4% | -6.8% | -7.9% |
| 3M | -5.6% | -10.6% | +5.0% | -3.4% |
| 6M | +73.5% | -9.3% | +82.8% | +76.2% |
| YTD | +62.7% | +1.1% | +61.5% | +60.2% |
| 1Y | +59.0% | +3.4% | +55.6% | +55.6% |
| 3Y | +117.1% | +67.9% | +49.3% | +82.9% |
| 5Y | +61.3% | +98.0% | -36.7% | +27.5% |
| All | +489.1% | +76.0% | +413.1% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling