+121.1%
DDOG vs TGT
+41.4%
+79.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.2% | +10.3% | +7.3% |
| 7D | +7.7% | -3.6% | +11.2% | +7.9% |
| 30D | -13.6% | +4.4% | -18.0% | -13.9% |
| 3M | -0.9% | +25.4% | -26.3% | -2.3% |
| 6M | +75.2% | +33.4% | +41.9% | +71.1% |
| YTD | +65.7% | +65.6% | +0.1% | +57.2% |
| 1Y | +60.4% | +80.3% | -19.9% | +50.0% |
| All | +121.1% | +41.4% | +79.7% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling