+489.1%
DDOG vs TGT
+73.9%
+415.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.9% | -5.2% | +9.1% | +5.7% |
| 30D | -8.2% | +1.2% | -9.4% | -8.8% |
| 3M | -5.6% | +18.4% | -23.9% | -11.4% |
| 6M | +73.5% | +33.4% | +40.1% | +54.5% |
| YTD | +62.7% | +63.8% | -1.1% | +33.0% |
| 1Y | +59.0% | +77.2% | -18.2% | +25.2% |
| 3Y | +117.1% | +41.8% | +75.3% | +70.2% |
| 5Y | +61.3% | -25.5% | +86.8% | +69.2% |
| All | +489.1% | +73.9% | +415.2% | +273.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling