+115.3%
DDOG vs PSX
+138.7%
-23.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.5% |
| 7D | -6.1% | +2.8% | -8.9% | -6.6% |
| 30D | -10.1% | +27.8% | -37.9% | -14.2% |
| 3M | -9.3% | +42.0% | -51.3% | -15.2% |
| 6M | +67.2% | +58.1% | +9.1% | +52.0% |
| YTD | +54.6% | +105.0% | -50.4% | +31.5% |
| 1Y | +54.1% | +104.9% | -50.8% | +31.0% |
| 3Y | +115.3% | +134.1% | -18.8% | +84.4% |
| All | +115.3% | +138.7% | -23.4% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling