+61.7%
DDOG vs NI
+94.6%
-32.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | -10.2% | -1.4% | -8.8% | -10.0% |
| 3M | -2.6% | -10.6% | +8.0% | -1.4% |
| 6M | +80.1% | -9.9% | +90.0% | +81.6% |
| YTD | +63.0% | +1.2% | +61.9% | +60.5% |
| 1Y | +59.4% | +4.4% | +54.9% | +55.9% |
| 3Y | +127.0% | +68.6% | +58.4% | +99.6% |
| 5Y | +61.7% | +98.0% | -36.3% | +43.3% |
| All | +61.7% | +94.6% | -32.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling