+459.9%
DDOG vs OMC
+31.5%
+428.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | -6.1% | -5.8% | -0.3% | -4.5% |
| 30D | -10.1% | -4.8% | -5.3% | -8.9% |
| 3M | -9.3% | +9.2% | -18.5% | -12.0% |
| 6M | +67.2% | -2.5% | +69.7% | +67.5% |
| YTD | +54.6% | +2.6% | +52.0% | +52.1% |
| 1Y | +54.1% | +5.9% | +48.1% | +49.3% |
| 3Y | +115.3% | +14.2% | +101.1% | +101.9% |
| 5Y | +50.6% | +33.2% | +17.4% | +36.6% |
| All | +459.9% | +31.5% | +428.4% | +465.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling