+459.9%
DDOG vs NVMI
+1,094.1%
-634.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.8% |
| 7D | -6.1% | +11.7% | -17.8% | -10.3% |
| 30D | -10.1% | -4.0% | -6.1% | -9.1% |
| 3M | -9.3% | -25.8% | +16.5% | -0.8% |
| 6M | +67.2% | -8.3% | +75.5% | +59.8% |
| YTD | +54.6% | +14.8% | +39.8% | +29.7% |
| 1Y | +54.1% | +37.9% | +16.2% | +15.3% |
| 3Y | +115.3% | +216.3% | -101.0% | -16.0% |
| 5Y | +50.6% | +277.2% | -226.6% | -47.5% |
| All | +459.9% | +1,094.1% | -634.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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