+76.9%
DDOG vs NSC
+80.6%
-3.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +5.6% | +1.6% | +4.0% | +5.4% |
| 30D | -34.9% | +4.2% | -39.1% | -35.4% |
| 3M | -23.4% | -0.2% | -23.2% | -23.5% |
| 6M | -7.7% | +7.6% | -15.3% | -9.6% |
| YTD | +35.6% | +17.4% | +18.3% | +28.6% |
| 1Y | -3.4% | +18.3% | -21.7% | -8.7% |
| All | +76.9% | +80.6% | -3.7% | +42.8% |
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 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