+59.9%
DDOG vs PSX
+370.3%
-310.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.5% | +7.0% |
| 7D | +7.7% | +1.8% | +5.8% | +7.3% |
| 30D | -13.6% | +21.6% | -35.3% | -16.9% |
| 3M | -0.9% | +46.5% | -47.4% | -8.0% |
| 6M | +75.2% | +62.0% | +13.2% | +58.7% |
| YTD | +65.7% | +106.3% | -40.7% | +41.9% |
| 1Y | +60.4% | +103.0% | -42.6% | +37.8% |
| 3Y | +130.7% | +135.5% | -4.9% | +88.1% |
| 5Y | +59.9% | +368.5% | -308.6% | +29.4% |
| All | +59.9% | +370.3% | -310.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling