+59.9%
DDOG vs OMC
+29.1%
+30.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.5% | +10.6% | +8.6% |
| 7D | +7.7% | -4.2% | +11.9% | +9.5% |
| 30D | -13.6% | -7.5% | -6.1% | -10.8% |
| 3M | -0.9% | +4.6% | -5.5% | -3.9% |
| 6M | +75.2% | -4.8% | +80.1% | +77.1% |
| YTD | +65.7% | -1.0% | +66.7% | +63.6% |
| 1Y | +60.4% | +3.8% | +56.5% | +53.1% |
| 3Y | +130.7% | +10.2% | +120.5% | +102.5% |
| 5Y | +59.9% | +29.7% | +30.2% | +20.8% |
| All | +59.9% | +29.1% | +30.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling