-10.1%
DIS vs DDOG
+61.3%
-71.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.7% |
| 7D | -2.6% | -10.1% | +7.6% | -2.6% |
| 30D | +3.5% | -24.8% | +28.3% | +3.8% |
| 3M | +6.8% | -12.6% | +19.4% | +6.5% |
| 6M | +3.0% | +79.9% | -77.0% | -0.9% |
| YTD | -6.7% | +56.6% | -63.3% | -10.5% |
| 1Y | -10.1% | +61.6% | -71.7% | -12.0% |
| All | -10.1% | +61.3% | -71.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling