+19.8%
DDOG vs NXT
+10.5%
+9.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +11.1% | -25.5% | -14.3% |
| 7D | -32.2% | +30.0% | -62.2% | -32.3% |
| 30D | -31.7% | +28.6% | -60.3% | -31.7% |
| 3M | -34.5% | +8.4% | -42.9% | -34.4% |
| 6M | +28.7% | -8.7% | +37.4% | +29.0% |
| YTD | +38.8% | +22.5% | +16.3% | +36.6% |
| 1Y | +19.8% | +6.9% | +12.9% | +18.0% |
| All | +19.8% | +10.5% | +9.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling