+19.8%
DDOG vs NOC
-7.1%
+26.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.5% | -9.9% | -15.7% |
| 7D | -32.2% | -5.0% | -27.3% | -33.3% |
| 30D | -31.7% | +10.3% | -42.1% | -28.8% |
| 3M | -34.5% | -4.3% | -30.2% | -34.6% |
| 6M | +28.7% | -6.5% | +35.2% | +27.2% |
| YTD | +38.8% | -6.7% | +45.5% | +36.4% |
| 1Y | +19.8% | -7.5% | +27.3% | +18.1% |
| All | +19.8% | -7.1% | +26.9% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling