+61.7%
DDOG vs NVT
+399.9%
-338.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.7% |
| 7D | +3.2% | +2.0% | +1.2% | +2.2% |
| 30D | -10.2% | -7.2% | -3.0% | -7.9% |
| 3M | -2.6% | -0.9% | -1.7% | -4.7% |
| 6M | +80.1% | +42.6% | +37.6% | +45.1% |
| YTD | +63.0% | +52.9% | +10.2% | +25.3% |
| 1Y | +59.4% | +64.5% | -5.1% | +16.7% |
| 3Y | +127.0% | +178.0% | -50.9% | +13.2% |
| 5Y | +61.7% | +402.8% | -341.1% | -49.4% |
| All | +61.7% | +399.9% | -338.2% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling