+467.1%
DDOG vs NI
+75.9%
+391.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -10.1% | +2.0% | -12.2% | -10.6% |
| 30D | -24.8% | -3.5% | -21.3% | -24.3% |
| 3M | -12.6% | -9.1% | -3.5% | -10.9% |
| 6M | +79.9% | -11.8% | +91.8% | +84.2% |
| YTD | +56.6% | +1.1% | +55.5% | +54.3% |
| 1Y | +61.6% | +6.7% | +54.9% | +56.8% |
| 3Y | +117.9% | +71.1% | +46.8% | +82.4% |
| 5Y | +54.2% | +94.3% | -40.1% | +22.7% |
| All | +467.1% | +75.9% | +391.2% | +341.5% |
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 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