+421.2%
GLW vs DDOG
+122.6%
+298.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +5.8% |
| 7D | +3.8% | -10.1% | +13.9% | +4.7% |
| 30D | -1.3% | -24.8% | +23.5% | +0.8% |
| 3M | -21.8% | -12.6% | -9.2% | -21.1% |
| 6M | +6.9% | +79.9% | -73.1% | -0.6% |
| YTD | +77.2% | +56.6% | +20.6% | +67.2% |
| 1Y | +123.2% | +61.6% | +61.7% | +109.0% |
| All | +421.2% | +122.6% | +298.7% | +368.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling