+467.1%
DDOG vs O
+18.0%
+449.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -10.1% | -0.7% | -9.4% | -10.0% |
| 30D | -24.8% | -1.9% | -22.9% | -24.4% |
| 3M | -12.6% | +3.8% | -16.4% | -13.8% |
| 6M | +79.9% | -4.7% | +84.7% | +81.2% |
| YTD | +56.6% | +12.5% | +44.1% | +48.3% |
| 1Y | +61.6% | +10.8% | +50.7% | +53.7% |
| 3Y | +117.9% | +28.8% | +89.1% | +92.3% |
| 5Y | +54.2% | +13.2% | +41.0% | +44.0% |
| All | +467.1% | +18.0% | +449.1% | +487.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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