-3.6%
DDOG vs NI
+113.9%
-117.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +2.9% | +4.3% | -1.4% | +2.5% |
| 30D | -31.6% | +12.4% | -44.0% | -32.3% |
| 3M | -27.0% | +10.2% | -37.2% | -27.6% |
| 6M | -10.3% | -0.8% | -9.5% | -10.0% |
| YTD | +35.4% | +13.2% | +22.2% | +31.9% |
| 1Y | -1.0% | +10.1% | -11.0% | -3.0% |
| 3Y | +76.7% | +103.1% | -26.5% | +49.0% |
| All | -3.6% | +113.9% | -117.5% | -18.3% |
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