+499.9%
DDOG vs NTR
+97.3%
+402.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.1% | +7.1% |
| 7D | +7.7% | +0.5% | +7.1% | +7.6% |
| 30D | -13.6% | +21.7% | -35.3% | -16.4% |
| 3M | -0.9% | +22.8% | -23.7% | -4.3% |
| 6M | +75.2% | +8.2% | +67.0% | +71.4% |
| YTD | +65.7% | +32.9% | +32.7% | +55.1% |
| 1Y | +60.4% | +45.3% | +15.0% | +47.1% |
| 3Y | +130.7% | +41.7% | +89.0% | +109.7% |
| 5Y | +59.9% | +49.8% | +10.1% | +40.2% |
| All | +499.9% | +97.3% | +402.7% | +515.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling