+489.1%
DDOG vs TTWO
+66.3%
+422.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.6% |
| 30D | -8.2% | -11.3% | +3.2% | -1.6% |
| 3M | -5.6% | +1.6% | -7.2% | -7.4% |
| 6M | +73.5% | +2.1% | +71.4% | +70.0% |
| YTD | +62.7% | -15.8% | +78.5% | +78.2% |
| 1Y | +59.0% | -12.6% | +71.6% | +69.3% |
| 3Y | +117.1% | +48.2% | +68.9% | +62.2% |
| 5Y | +61.3% | +40.0% | +21.3% | +21.3% |
| All | +489.1% | +66.3% | +422.8% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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