+72.1%
DDOG vs NXT
+195.6%
-123.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | -0.3% |
| 7D | -19.1% | +4.0% | -23.1% | -19.5% |
| 30D | -39.2% | +15.9% | -55.1% | -40.1% |
| 3M | -31.6% | -3.0% | -28.6% | -31.7% |
| 6M | -10.9% | -20.7% | +9.8% | -9.9% |
| YTD | +31.2% | +14.6% | +16.6% | +25.1% |
| 1Y | -10.7% | -7.1% | -3.6% | -12.7% |
| 3Y | +72.1% | +189.4% | -117.3% | +32.5% |
| All | +72.1% | +195.6% | -123.5% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling