+19.8%
DDOG vs NTRS
+43.5%
-23.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.1% | -17.6% | -14.7% |
| 7D | -32.2% | +3.6% | -35.8% | -32.4% |
| 30D | -31.7% | +4.3% | -36.0% | -32.0% |
| 3M | -34.5% | -1.9% | -32.6% | -34.5% |
| 6M | +28.7% | +11.4% | +17.2% | +26.7% |
| YTD | +38.8% | +32.3% | +6.5% | +25.5% |
| 1Y | +19.8% | +42.5% | -22.7% | +6.6% |
| All | +19.8% | +43.5% | -23.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling