+60.4%
DDOG vs NXT
+18.1%
+42.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.6% | +10.8% | +7.3% |
| 7D | +7.7% | -0.2% | +7.9% | +7.6% |
| 30D | -13.6% | -20.0% | +6.3% | -13.0% |
| 3M | -0.9% | -30.9% | +30.0% | -0.3% |
| 6M | +75.2% | -23.8% | +99.0% | +74.8% |
| YTD | +65.7% | -5.4% | +71.1% | +59.0% |
| 1Y | +60.4% | +28.0% | +32.3% | +32.4% |
| All | +60.4% | +18.1% | +42.3% | +32.4% |
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