+63.6%
DDOG vs NRG
+194.8%
-131.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.6% |
| 7D | +3.9% | -4.7% | +8.6% | +4.8% |
| 30D | -8.2% | -6.0% | -2.2% | -7.3% |
| 3M | -5.6% | -8.0% | +2.4% | -5.4% |
| 6M | +73.5% | -23.2% | +96.7% | +78.5% |
| YTD | +62.7% | -28.1% | +90.7% | +69.2% |
| 1Y | +59.0% | -27.3% | +86.2% | +63.5% |
| 3Y | +117.1% | +208.7% | -91.5% | +20.9% |
| All | +63.6% | +194.8% | -131.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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