+391.2%
DDOG vs NOC
+63.5%
+327.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | +5.6% | +4.5% | +1.1% | +5.5% |
| 30D | -34.9% | +14.1% | -49.0% | -35.2% |
| 3M | -23.4% | -4.5% | -19.0% | -23.2% |
| 6M | -7.7% | -0.8% | -7.0% | -7.7% |
| YTD | +35.6% | -2.5% | +38.2% | +34.9% |
| 1Y | -3.4% | -0.1% | -3.3% | -4.1% |
| 3Y | +78.0% | +24.6% | +53.4% | +71.1% |
| 5Y | -4.4% | +65.6% | -70.0% | -15.1% |
| All | +391.2% | +63.5% | +327.8% | +298.9% |
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