+390.4%
DDOG vs NSC
+108.1%
+282.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | +2.9% | +2.5% | +0.4% | +1.9% |
| 30D | -31.6% | +1.7% | -33.3% | -32.2% |
| 3M | -27.0% | -2.6% | -24.4% | -26.6% |
| 6M | -10.3% | +6.4% | -16.7% | -13.3% |
| YTD | +35.4% | +15.5% | +19.9% | +25.4% |
| 1Y | -1.0% | +17.6% | -18.6% | -9.0% |
| 3Y | +76.7% | +75.0% | +1.7% | +33.8% |
| 5Y | -4.6% | +32.2% | -36.8% | -18.9% |
| All | +390.4% | +108.1% | +282.3% | +226.3% |
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