+79.9%
DDOG vs NOC
-31.4%
+111.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -1.3% |
| 7D | -10.1% | -5.2% | -5.0% | -11.1% |
| 30D | -24.8% | -7.2% | -17.6% | -25.6% |
| 3M | -12.6% | -5.1% | -7.5% | -13.2% |
| 6M | +79.9% | -31.1% | +111.0% | +91.3% |
| All | +79.9% | -31.4% | +111.4% | +91.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling