+391.0%
DDOG vs OMC
+45.5%
+345.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | -2.3% | +1.6% | -3.9% | -2.7% |
| 30D | -35.8% | +15.3% | -51.1% | -38.6% |
| 3M | -25.3% | +4.5% | -29.8% | -26.5% |
| 6M | -8.9% | +20.8% | -29.6% | -14.5% |
| YTD | +35.6% | +13.5% | +22.1% | +29.0% |
| 1Y | -6.8% | +25.2% | -32.1% | -14.0% |
| 3Y | +77.9% | +30.5% | +47.4% | +59.9% |
| 5Y | -3.1% | +52.7% | -55.8% | -15.2% |
| All | +391.0% | +45.5% | +345.5% | +379.2% |
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