+467.1%
DDOG vs TGT
+83.5%
+383.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -10.1% | +0.8% | -10.9% | -10.4% |
| 30D | -24.8% | +12.2% | -37.0% | -27.8% |
| 3M | -12.6% | +33.8% | -46.4% | -21.2% |
| 6M | +79.9% | +39.3% | +40.6% | +58.1% |
| YTD | +56.6% | +72.9% | -16.3% | +25.9% |
| 1Y | +61.6% | +84.6% | -23.0% | +25.7% |
| 3Y | +117.9% | +46.2% | +71.7% | +70.0% |
| 5Y | +54.2% | -21.3% | +75.6% | +59.0% |
| All | +467.1% | +83.5% | +383.5% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling