+113.9%
DDOG vs NXT
+229.3%
-115.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | -0.2% |
| 7D | -19.1% | +4.0% | -23.1% | -19.6% |
| 30D | -39.2% | +15.9% | -55.1% | -40.4% |
| 3M | -31.6% | -3.0% | -28.6% | -31.7% |
| 6M | -10.9% | -20.7% | +9.8% | -9.7% |
| YTD | +31.2% | +14.6% | +16.6% | +24.2% |
| 1Y | -10.7% | -7.1% | -3.6% | -13.0% |
| 3Y | +72.1% | +189.4% | -117.3% | +32.0% |
| All | +113.9% | +229.3% | -115.4% | +48.0% |
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 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