+121.1%
DDOG vs NSC
+75.0%
+46.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.6% | +7.4% |
| 7D | +7.7% | -2.0% | +9.7% | +8.1% |
| 30D | -13.6% | -3.2% | -10.4% | -13.1% |
| 3M | -0.9% | +3.9% | -4.8% | -2.1% |
| 6M | +75.2% | +7.8% | +67.4% | +70.3% |
| YTD | +65.7% | +13.4% | +52.2% | +57.9% |
| 1Y | +60.4% | +20.3% | +40.1% | +49.8% |
| All | +121.1% | +75.0% | +46.1% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling