+59.4%
DDOG vs NOC
-7.7%
+67.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.4% |
| 7D | +3.2% | -1.8% | +5.0% | +2.8% |
| 30D | -10.2% | -9.4% | -0.7% | -12.7% |
| 3M | -2.6% | -3.8% | +1.2% | -3.3% |
| 6M | +80.1% | -28.8% | +108.9% | +66.8% |
| YTD | +63.0% | -7.9% | +70.9% | +55.0% |
| 1Y | +59.4% | -9.0% | +68.4% | +57.7% |
| All | +59.4% | -7.7% | +67.0% | +57.7% |
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