+489.1%
DDOG vs NTR
+91.7%
+397.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | -8.2% | +16.8% | -25.0% | -10.5% |
| 3M | -5.6% | +20.7% | -26.3% | -8.6% |
| 6M | +73.5% | +0.5% | +73.0% | +72.1% |
| YTD | +62.7% | +29.2% | +33.5% | +53.0% |
| 1Y | +59.0% | +39.6% | +19.4% | +46.8% |
| 3Y | +117.1% | +37.9% | +79.3% | +98.2% |
| 5Y | +61.3% | +47.1% | +14.2% | +41.8% |
| All | +489.1% | +91.7% | +397.4% | +506.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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