+558.1%
DDOG vs PSKY
-81.0%
+639.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.8% | -2.4% | -6.7% |
| 7D | -15.7% | -24.6% | +8.8% | -13.7% |
| 30D | +7.4% | -36.1% | +43.6% | +11.4% |
| 3M | +22.1% | -36.0% | +58.1% | +24.8% |
| 6M | +100.1% | -40.5% | +140.7% | +106.6% |
| YTD | +81.7% | -47.7% | +129.4% | +89.8% |
| 1Y | +63.5% | -58.4% | +121.8% | +75.9% |
| 3Y | +173.0% | -40.7% | +213.7% | +164.3% |
| 5Y | +60.0% | -80.0% | +140.0% | +78.3% |
| All | +558.1% | -81.0% | +639.1% | +747.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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