+61.6%
DDOG vs NYT
+15.2%
+46.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -10.1% | -1.3% | -8.9% | -9.9% |
| 30D | -24.8% | +2.7% | -27.6% | -25.3% |
| 3M | -12.6% | -10.3% | -2.3% | -11.7% |
| 6M | +79.9% | -16.6% | +96.5% | +81.0% |
| YTD | +56.6% | -2.3% | +58.8% | +42.0% |
| 1Y | +61.6% | +15.0% | +46.6% | +17.4% |
| All | +61.6% | +15.2% | +46.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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