-1.0%
DDOG vs PSX
+97.2%
-98.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | +2.9% | +7.8% | -4.9% | +2.8% |
| 30D | -31.6% | -10.9% | -20.7% | -32.2% |
| 3M | -27.0% | +14.5% | -41.5% | -26.5% |
| 6M | -10.3% | +56.1% | -66.4% | -8.0% |
| YTD | +35.4% | +109.6% | -74.2% | +39.7% |
| 1Y | -1.0% | +95.5% | -96.5% | +3.2% |
| All | -1.0% | +97.2% | -98.1% | +3.2% |
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