+97.7%
GOOG vs DDOG
-5.4%
+103.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.0% | +2.9% | +0.2% | +2.4% |
| 30D | -14.9% | -31.6% | +16.7% | -8.7% |
| 3M | -14.9% | -27.0% | +12.1% | -10.3% |
| 6M | -26.6% | -10.3% | -16.3% | -27.1% |
| YTD | -6.6% | +35.4% | -42.0% | -17.9% |
| 1Y | +5.1% | -1.0% | +6.0% | -0.1% |
| 3Y | +121.0% | +76.7% | +44.3% | +71.9% |
| All | +97.7% | -5.4% | +103.0% | +62.1% |
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