-4.4%
DDOG vs NSC
+34.1%
-38.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +5.6% | +1.6% | +4.0% | +4.9% |
| 30D | -34.9% | +4.2% | -39.1% | -36.2% |
| 3M | -23.4% | -0.2% | -23.2% | -23.7% |
| 6M | -7.7% | +7.6% | -15.3% | -11.7% |
| YTD | +35.6% | +17.4% | +18.3% | +22.9% |
| 1Y | -3.4% | +18.3% | -21.7% | -12.9% |
| 3Y | +78.0% | +79.8% | -1.8% | +19.6% |
| 5Y | -4.4% | +34.3% | -38.8% | -22.0% |
| All | -4.4% | +34.1% | -38.6% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling