+50.6%
DDOG vs NTAP
+135.7%
-85.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.3% |
| 7D | -6.1% | +3.3% | -9.3% | -7.7% |
| 30D | -10.1% | -0.2% | -9.9% | -9.8% |
| 3M | -9.3% | +11.4% | -20.6% | -15.1% |
| 6M | +67.2% | +88.7% | -21.5% | +14.0% |
| YTD | +54.6% | +78.9% | -24.3% | +8.1% |
| 1Y | +54.1% | +58.8% | -4.7% | +15.0% |
| 3Y | +115.3% | +153.5% | -38.3% | +7.0% |
| 5Y | +50.6% | +136.7% | -86.1% | -26.2% |
| All | +50.6% | +135.7% | -85.1% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling