+438.9%
GOOGL vs DDOG
+458.3%
-19.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.2% | -9.4% | -3.7% |
| 7D | -1.9% | +7.7% | -9.5% | -3.3% |
| 30D | -7.5% | -13.6% | +6.2% | -5.1% |
| 3M | -9.2% | -0.9% | -8.3% | -10.0% |
| 6M | +8.1% | +75.2% | -67.2% | -6.5% |
| YTD | +5.8% | +65.7% | -59.8% | -8.3% |
| 1Y | +38.3% | +60.4% | -22.0% | +19.4% |
| 3Y | +144.8% | +130.7% | +14.1% | +88.1% |
| 5Y | +132.5% | +59.9% | +72.7% | +80.3% |
| All | +438.9% | +458.3% | -19.4% | +208.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling