+489.1%
DDOG vs NTAP
+335.1%
+154.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.5% | -8.8% | -3.8% |
| 7D | +3.9% | +7.4% | -3.5% | +0.5% |
| 30D | -8.2% | -1.4% | -6.8% | -7.8% |
| 3M | -5.6% | +24.6% | -30.1% | -14.7% |
| 6M | +73.5% | +105.9% | -32.4% | +25.2% |
| YTD | +62.7% | +88.5% | -25.9% | +21.4% |
| 1Y | +59.0% | +62.1% | -3.1% | +26.2% |
| 3Y | +117.1% | +169.1% | -51.9% | +34.0% |
| 5Y | +61.3% | +141.9% | -80.6% | +0.8% |
| All | +489.1% | +335.1% | +154.0% | +203.1% |
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