+59.4%
DDOG vs PSX
+101.7%
-42.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | +3.2% | +1.5% | +1.7% | +3.3% |
| 30D | -10.2% | +15.8% | -26.0% | -10.3% |
| 3M | -2.6% | +43.0% | -45.6% | -2.8% |
| 6M | +80.1% | +61.1% | +19.1% | +78.4% |
| YTD | +63.0% | +104.5% | -41.5% | +57.8% |
| 1Y | +59.4% | +102.5% | -43.2% | +55.8% |
| All | +59.4% | +101.7% | -42.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling