+16.1%
DDOG vs NVTS
-31.6%
+47.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.6% |
| 7D | +5.6% | +21.6% | -16.0% | +3.1% |
| 30D | -34.9% | -8.5% | -26.4% | -34.4% |
| 3M | -23.4% | -31.4% | +7.9% | -20.7% |
| 6M | -7.7% | -50.3% | +42.6% | -3.7% |
| YTD | +35.6% | +33.9% | +1.7% | +20.6% |
| 1Y | -3.4% | +10.6% | -14.0% | -12.3% |
| 3Y | +78.0% | +52.7% | +25.2% | +32.6% |
| 5Y | -4.4% | -48.5% | +44.1% | -21.5% |
| All | +16.1% | -31.6% | +47.7% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling