+150.3%
DDOG vs OSCR
-11.8%
+162.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.8% | +10.9% | +8.0% |
| 7D | +7.7% | +4.7% | +3.0% | +6.5% |
| 30D | -13.6% | +14.8% | -28.4% | -16.5% |
| 3M | -0.9% | +16.7% | -17.6% | -4.6% |
| 6M | +75.2% | +127.5% | -52.3% | +44.7% |
| YTD | +65.7% | +121.0% | -55.4% | +36.9% |
| 1Y | +60.4% | +58.4% | +2.0% | +38.9% |
| 3Y | +130.7% | +392.4% | -261.7% | +26.1% |
| 5Y | +59.9% | +80.5% | -20.6% | -6.5% |
| All | +150.3% | -11.8% | +162.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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