+390.4%
DDOG vs NI
+97.0%
+293.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +2.9% | +4.3% | -1.4% | +2.0% |
| 30D | -31.6% | +12.4% | -44.0% | -33.4% |
| 3M | -27.0% | +10.2% | -37.2% | -28.6% |
| 6M | -10.3% | -0.8% | -9.5% | -10.5% |
| YTD | +35.4% | +13.2% | +22.2% | +30.0% |
| 1Y | -1.0% | +10.1% | -11.0% | -4.2% |
| 3Y | +76.7% | +103.1% | -26.5% | +41.7% |
| 5Y | -4.6% | +115.5% | -120.1% | -25.8% |
| All | +390.4% | +97.0% | +293.4% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling