+489.1%
DDOG vs NYT
+144.1%
+345.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 6M | +73.5% | -14.0% | +87.5% | +82.1% |
| YTD | +62.7% | -2.8% | +65.5% | +60.2% |
| 1Y | +59.0% | +15.6% | +43.4% | +42.8% |
| 3Y | +117.1% | +56.3% | +60.8% | +61.0% |
| 5Y | +61.3% | +39.5% | +21.8% | +20.4% |
| All | +489.1% | +144.1% | +345.0% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling