+467.1%
DDOG vs PYPL
-47.4%
+514.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.2% | +0.8% |
| 7D | -10.1% | +2.7% | -12.8% | -11.7% |
| 30D | -24.8% | -4.9% | -19.9% | -23.8% |
| 3M | -12.6% | +28.9% | -41.5% | -27.1% |
| 6M | +79.9% | +18.2% | +61.7% | +57.7% |
| YTD | +56.6% | -5.0% | +61.6% | +53.4% |
| 1Y | +61.6% | -18.8% | +80.4% | +71.9% |
| 3Y | +117.9% | -12.6% | +130.5% | +103.0% |
| 5Y | +54.2% | -80.8% | +135.0% | +262.9% |
| All | +467.1% | -47.4% | +514.5% | +561.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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