+499.9%
DDOG vs TTWO
+63.0%
+437.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.0% | +8.2% | +7.7% |
| 7D | +7.7% | -2.3% | +10.0% | +9.1% |
| 30D | -13.6% | -16.7% | +3.1% | -3.9% |
| 3M | -0.9% | -0.4% | -0.5% | -1.6% |
| 6M | +75.2% | -1.6% | +76.9% | +75.7% |
| YTD | +65.7% | -17.5% | +83.2% | +83.8% |
| 1Y | +60.4% | -14.8% | +75.2% | +73.5% |
| 3Y | +130.7% | +47.9% | +82.8% | +72.6% |
| 5Y | +59.9% | +34.5% | +25.4% | +23.2% |
| All | +499.9% | +63.0% | +437.0% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling