+76.7%
DDOG vs TGT
+66.9%
+9.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | +2.6% | +0.2% | +2.8% |
| 30D | -31.6% | +4.7% | -36.3% | -31.6% |
| 3M | -27.0% | +4.6% | -31.5% | -27.0% |
| 6M | -10.3% | +34.9% | -45.2% | -11.7% |
| YTD | +35.4% | +70.9% | -35.5% | +29.0% |
| 1Y | -1.0% | +84.4% | -85.3% | -6.7% |
| 3Y | +76.7% | +69.1% | +7.5% | +64.9% |
| All | +76.7% | +66.9% | +9.7% | +64.9% |
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