+489.1%
DDOG vs NTRS
+142.9%
+346.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +3.9% | +1.4% | +2.5% | +3.3% |
| 30D | -8.2% | -0.7% | -7.5% | -8.0% |
| 3M | -5.6% | +11.3% | -16.9% | -9.6% |
| 6M | +73.5% | +35.5% | +38.0% | +52.4% |
| YTD | +62.7% | +40.6% | +22.1% | +40.7% |
| 1Y | +59.0% | +49.2% | +9.8% | +34.0% |
| 3Y | +117.1% | +167.2% | -50.1% | +43.1% |
| 5Y | +61.3% | +94.9% | -33.6% | +18.8% |
| All | +489.1% | +142.9% | +346.2% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling