+119.5%
DDOG vs OUST
+537.2%
-417.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -9.0% | +1.5% | -6.7% |
| 7D | -34.3% | -5.0% | -29.3% | -34.1% |
| 30D | -37.2% | -32.0% | -5.2% | -35.3% |
| 3M | -38.3% | -32.4% | -6.0% | -36.6% |
| 6M | +19.8% | +6.7% | +13.1% | +16.0% |
| YTD | +28.4% | +41.0% | -12.6% | +19.6% |
| 1Y | +12.7% | +18.0% | -5.3% | +6.3% |
| All | +119.5% | +537.2% | -417.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 3y: compounded portfolio wealth divided by compounded OUST 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…
3y analysis · Full analysis span regression · 6 months rolling