+489.1%
DDOG vs NVT
+738.7%
-249.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.9% | -1.7% |
| 7D | +3.9% | +4.1% | -0.2% | +2.5% |
| 30D | -8.2% | -5.1% | -3.0% | -7.0% |
| 3M | -5.6% | -1.2% | -4.4% | -6.8% |
| 6M | +73.5% | +46.6% | +26.9% | +47.6% |
| YTD | +62.7% | +60.0% | +2.7% | +33.3% |
| 1Y | +59.0% | +70.8% | -11.8% | +26.5% |
| 3Y | +117.1% | +187.5% | -70.4% | +39.1% |
| 5Y | +61.3% | +426.1% | -364.9% | -14.4% |
| All | +489.1% | +738.7% | -249.5% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling