-18.0%
DIS vs DDOG
+427.7%
-445.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -2.6% | -10.1% | +7.6% | -1.1% |
| 30D | +3.5% | -24.8% | +28.3% | +7.0% |
| 3M | +6.8% | -12.6% | +19.4% | +7.6% |
| 6M | +3.0% | +79.9% | -77.0% | -8.9% |
| YTD | -6.7% | +56.6% | -63.3% | -16.2% |
| 1Y | -10.1% | +61.6% | -71.7% | -20.4% |
| 3Y | +33.0% | +117.9% | -84.8% | +8.8% |
| 5Y | -40.0% | +54.2% | -94.2% | -50.8% |
| All | -18.0% | +427.7% | -445.7% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling