+63.6%
DDOG vs NYT
+38.8%
+24.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +3.9% | -0.6% | +4.5% | +4.1% |
| 30D | -8.2% | +4.6% | -12.8% | -10.4% |
| 3M | -5.6% | -9.6% | +4.0% | -2.0% |
| 6M | +73.5% | -14.0% | +87.5% | +81.9% |
| YTD | +62.7% | -2.8% | +65.5% | +59.4% |
| 1Y | +59.0% | +15.6% | +43.4% | +41.4% |
| 3Y | +117.1% | +56.3% | +60.8% | +56.1% |
| All | +63.6% | +38.8% | +24.8% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling