+490.5%
DDOG vs NSC
+104.4%
+386.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.2% | -1.4% | +4.6% | +3.7% |
| 30D | -10.2% | -3.4% | -6.8% | -9.1% |
| 3M | -2.6% | +5.1% | -7.7% | -4.9% |
| 6M | +80.1% | +9.2% | +70.9% | +71.8% |
| YTD | +63.0% | +13.4% | +49.6% | +52.6% |
| 1Y | +59.4% | +20.8% | +38.6% | +45.2% |
| 3Y | +127.0% | +76.1% | +51.0% | +71.6% |
| 5Y | +61.7% | +45.3% | +16.4% | +33.6% |
| All | +490.5% | +104.4% | +386.1% | +296.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling