+71.1%
DDOG vs NOC
+24.3%
+46.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.4% |
| 7D | -19.1% | -0.3% | -18.8% | -19.2% |
| 30D | -39.2% | +14.1% | -53.3% | -37.6% |
| 3M | -31.6% | -4.6% | -27.0% | -31.9% |
| 6M | -10.9% | +0.7% | -11.6% | -10.2% |
| YTD | +31.2% | -2.6% | +33.8% | +30.8% |
| 1Y | -10.7% | -1.0% | -9.7% | -10.9% |
| All | +71.1% | +24.3% | +46.8% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling