-31.9%
DIS vs DDOG
-3.9%
-28.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +5.2% | -23.9% | +29.1% | +9.1% |
| 30D | +11.5% | -34.0% | +45.5% | +17.6% |
| 3M | +11.5% | -21.9% | +33.4% | +13.9% |
| 6M | +8.9% | +24.6% | -15.7% | -0.1% |
| YTD | +3.4% | +31.7% | -28.3% | -7.4% |
| 1Y | +7.2% | -6.2% | +13.4% | +2.7% |
| 3Y | +43.3% | +125.1% | -81.7% | +8.5% |
| All | -31.9% | -3.9% | -28.0% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling