+390.4%
DDOG vs PSX
+237.4%
+153.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +2.9% | +7.8% | -4.9% | +1.7% |
| 30D | -31.6% | -10.9% | -20.7% | -30.5% |
| 3M | -27.0% | +14.5% | -41.5% | -28.6% |
| 6M | -10.3% | +56.1% | -66.4% | -16.4% |
| YTD | +35.4% | +109.6% | -74.2% | +19.6% |
| 1Y | -1.0% | +95.5% | -96.5% | -11.5% |
| 3Y | +76.7% | +156.2% | -79.5% | +49.8% |
| 5Y | -4.6% | +310.0% | -314.6% | -24.4% |
| All | +390.4% | +237.4% | +153.1% | +298.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling