+19.8%
DDOG vs OMC
+24.5%
-4.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.2% | -19.6% | -14.7% |
| 7D | -32.2% | +12.5% | -44.7% | -33.1% |
| 30D | -31.7% | +16.3% | -48.0% | -33.3% |
| 3M | -34.5% | +8.1% | -42.6% | -35.0% |
| 6M | +28.7% | +17.2% | +11.5% | +24.3% |
| YTD | +38.8% | +11.8% | +27.0% | +32.4% |
| 1Y | +19.8% | +23.9% | -4.1% | +17.8% |
| All | +19.8% | +24.5% | -4.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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