+467.1%
DDOG vs NOC
+53.3%
+413.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.7% |
| 7D | -10.1% | -5.2% | -5.0% | -9.9% |
| 30D | -24.8% | -7.2% | -17.6% | -24.6% |
| 3M | -12.6% | -5.1% | -7.5% | -12.4% |
| 6M | +79.9% | -31.1% | +111.0% | +83.8% |
| YTD | +56.6% | -8.6% | +65.2% | +56.0% |
| 1Y | +61.6% | -9.7% | +71.3% | +61.2% |
| 3Y | +117.9% | +24.3% | +93.6% | +107.4% |
| 5Y | +54.2% | +52.6% | +1.6% | +37.5% |
| All | +467.1% | +53.3% | +413.8% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling