+390.4%
DDOG vs NTAP
+296.9%
+93.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | +1.0% |
| 7D | +2.9% | +7.2% | -4.3% | -0.3% |
| 30D | -31.6% | -18.4% | -13.2% | -24.8% |
| 3M | -27.0% | -11.3% | -15.7% | -22.9% |
| 6M | -10.3% | +53.8% | -64.1% | -26.3% |
| YTD | +35.4% | +72.0% | -36.5% | +5.7% |
| 1Y | -1.0% | +68.0% | -69.0% | -22.0% |
| 3Y | +76.7% | +149.5% | -72.8% | +13.1% |
| 5Y | -4.6% | +125.6% | -130.2% | -37.9% |
| All | +390.4% | +296.9% | +93.6% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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