+117.6%
DDOG vs NTR
+37.3%
+80.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.6% |
| 7D | +3.2% | -2.5% | +5.7% | +3.2% |
| 30D | -10.2% | +17.0% | -27.2% | -10.2% |
| 3M | -2.6% | +22.2% | -24.8% | -2.7% |
| 6M | +80.1% | +5.2% | +75.0% | +79.8% |
| YTD | +63.0% | +29.7% | +33.4% | +58.8% |
| 1Y | +59.4% | +39.4% | +20.0% | +53.1% |
| All | +117.6% | +37.3% | +80.4% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling