+489.1%
DDOG vs OMC
+28.0%
+461.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +3.9% | -4.4% | +8.3% | +5.1% |
| 30D | -8.2% | -7.6% | -0.6% | -6.2% |
| 3M | -5.6% | +4.5% | -10.1% | -7.3% |
| 6M | +73.5% | -0.3% | +73.8% | +72.5% |
| YTD | +62.7% | -0.1% | +62.8% | +61.1% |
| 1Y | +59.0% | +4.6% | +54.3% | +54.4% |
| 3Y | +117.1% | +10.5% | +106.7% | +105.3% |
| 5Y | +61.3% | +31.7% | +29.6% | +47.0% |
| All | +489.1% | +28.0% | +461.1% | +498.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling