+59.9%
DDOG vs NOC
+55.2%
+4.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.7% | +7.1% |
| 7D | +7.7% | -1.6% | +9.2% | +7.5% |
| 30D | -13.6% | -10.4% | -3.2% | -14.4% |
| 3M | -0.9% | -5.6% | +4.7% | -1.3% |
| 6M | +75.2% | -30.4% | +105.6% | +71.8% |
| YTD | +65.7% | -8.5% | +74.1% | +64.2% |
| 1Y | +60.4% | -8.3% | +68.7% | +59.1% |
| 3Y | +130.7% | +28.2% | +102.4% | +129.0% |
| 5Y | +59.9% | +56.7% | +3.2% | +66.6% |
| All | +59.9% | +55.2% | +4.7% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling