+489.1%
DDOG vs NOC
+54.5%
+434.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.9% | +0.8% | +3.1% | +3.9% |
| 30D | -8.2% | -9.7% | +1.5% | -7.8% |
| 3M | -5.6% | -5.6% | +0.1% | -5.4% |
| 6M | +73.5% | -28.6% | +102.1% | +76.9% |
| YTD | +62.7% | -7.9% | +70.5% | +62.0% |
| 1Y | +59.0% | -9.5% | +68.5% | +58.7% |
| 3Y | +117.1% | +28.4% | +88.8% | +105.8% |
| 5Y | +61.3% | +59.0% | +2.3% | +42.5% |
| All | +489.1% | +54.5% | +434.6% | +378.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling