+145.8%
GOOG vs DDOG
+125.3%
+20.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | 0.0% | +3.9% | -3.8% | -0.5% |
| 30D | -2.0% | -8.2% | +6.2% | -1.1% |
| 3M | -5.9% | -5.6% | -0.3% | -5.8% |
| 6M | +8.9% | +73.5% | -64.6% | -1.7% |
| YTD | +7.1% | +62.7% | -55.6% | -2.9% |
| 1Y | +39.7% | +59.0% | -19.3% | +25.7% |
| 3Y | +145.8% | +117.1% | +28.7% | +115.0% |
| All | +145.8% | +125.3% | +20.6% | +115.0% |
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 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