+19.8%
DDOG vs NSC
+24.4%
-4.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.9% | -15.4% | -14.0% |
| 7D | -32.2% | +1.8% | -34.0% | -31.6% |
| 30D | -31.7% | +8.8% | -40.6% | -29.5% |
| 3M | -34.5% | +1.2% | -35.7% | -33.7% |
| 6M | +28.7% | +11.3% | +17.3% | +34.0% |
| YTD | +38.8% | +20.7% | +18.1% | +44.4% |
| 1Y | +19.8% | +23.4% | -3.6% | +19.2% |
| All | +19.8% | +24.4% | -4.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling