-3.6%
DDOG vs TGT
-27.7%
+24.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +2.9% | +2.6% | +0.2% | +2.1% |
| 30D | -31.6% | +4.7% | -36.3% | -33.0% |
| 3M | -27.0% | +4.6% | -31.5% | -28.7% |
| 6M | -10.3% | +34.9% | -45.2% | -19.8% |
| YTD | +35.4% | +70.9% | -35.5% | +9.1% |
| 1Y | -1.0% | +84.4% | -85.3% | -22.7% |
| 3Y | +76.7% | +69.1% | +7.5% | +22.7% |
| All | -3.6% | -27.7% | +24.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling