+152.1%
DDOG vs NXT
+181.9%
-29.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -6.1% | +2.9% | -8.9% | -6.4% |
| 30D | -10.1% | -17.2% | +7.1% | -8.3% |
| 3M | -9.3% | -32.0% | +22.7% | -5.7% |
| 6M | +67.2% | -15.8% | +82.9% | +66.7% |
| YTD | +54.6% | -1.9% | +56.5% | +49.6% |
| 1Y | +54.1% | +22.5% | +31.6% | +42.6% |
| 3Y | +115.3% | +100.5% | +14.7% | +76.3% |
| All | +152.1% | +181.9% | -29.8% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling