+499.9%
DDOG vs NRG
+257.8%
+242.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.6% | +10.7% | +8.0% |
| 7D | +7.7% | +3.9% | +3.8% | +6.6% |
| 30D | -13.6% | -3.0% | -10.6% | -13.3% |
| 3M | -0.9% | -10.9% | +10.0% | +0.2% |
| 6M | +75.2% | -25.3% | +100.5% | +82.5% |
| YTD | +65.7% | -26.8% | +92.5% | +72.3% |
| 1Y | +60.4% | -23.3% | +83.7% | +63.0% |
| 3Y | +130.7% | +208.6% | -77.9% | +39.3% |
| 5Y | +59.9% | +194.1% | -134.3% | -3.2% |
| All | +499.9% | +257.8% | +242.1% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling