+34.0%
DDOG vs NVTS
-15.6%
+49.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.3% | -7.2% | -1.6% |
| 7D | -10.1% | +2.7% | -12.8% | -10.5% |
| 30D | -24.8% | -4.5% | -20.4% | -24.7% |
| 3M | -12.6% | -61.5% | +48.9% | -4.1% |
| 6M | +79.9% | +28.0% | +52.0% | +64.2% |
| YTD | +56.6% | +65.3% | -8.7% | +36.7% |
| 1Y | +61.6% | +113.0% | -51.4% | +32.2% |
| 3Y | +117.9% | +34.7% | +83.2% | +78.6% |
| All | +34.0% | -15.6% | +49.6% | +14.6% |
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