+59.0%
DDOG vs NYT
+17.8%
+41.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.9% | -0.6% | +4.5% | +3.9% |
| 30D | -8.2% | +4.6% | -12.8% | -9.2% |
| 3M | -5.6% | -9.6% | +4.0% | -4.6% |
| 6M | +73.5% | -14.0% | +87.5% | +70.0% |
| YTD | +62.7% | -2.8% | +65.5% | +46.4% |
| 1Y | +59.0% | +15.6% | +43.4% | +15.4% |
| All | +59.0% | +17.8% | +41.1% | +15.4% |
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