+133.6%
GOOG vs DDOG
+58.9%
+74.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.2% | -3.5% |
| 7D | -1.6% | +7.7% | -9.2% | -3.1% |
| 30D | -7.7% | -13.6% | +6.0% | -5.2% |
| 3M | -9.3% | -0.9% | -8.4% | -10.3% |
| 6M | +7.4% | +75.2% | -67.8% | -8.4% |
| YTD | +4.9% | +65.7% | -60.8% | -10.5% |
| 1Y | +37.2% | +60.4% | -23.2% | +16.5% |
| 3Y | +141.6% | +130.7% | +10.9% | +78.3% |
| All | +133.6% | +58.9% | +74.6% | +72.0% |
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 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