+39.6%
DDOG vs NVTS
-20.2%
+59.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.1% |
| 7D | +3.2% | +0.5% | +2.8% | +3.1% |
| 30D | -10.2% | -18.0% | +7.9% | -8.3% |
| 3M | -2.6% | -45.6% | +43.0% | +2.9% |
| 6M | +80.1% | +28.5% | +51.7% | +64.4% |
| YTD | +63.0% | +56.2% | +6.9% | +43.2% |
| 1Y | +59.4% | +97.7% | -38.3% | +31.4% |
| 3Y | +127.0% | +35.0% | +92.0% | +83.4% |
| All | +39.6% | -20.2% | +59.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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