+467.1%
DDOG vs PSX
+224.9%
+242.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -10.1% | +4.5% | -14.7% | -10.8% |
| 30D | -24.8% | +26.6% | -51.4% | -27.5% |
| 3M | -12.6% | +39.3% | -51.9% | -17.0% |
| 6M | +79.9% | +56.8% | +23.1% | +67.2% |
| YTD | +56.6% | +101.8% | -45.2% | +39.3% |
| 1Y | +61.6% | +99.6% | -38.0% | +43.9% |
| 3Y | +117.9% | +140.3% | -22.5% | +86.4% |
| 5Y | +54.2% | +339.3% | -285.1% | +21.4% |
| All | +467.1% | +224.9% | +242.2% | +363.9% |
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