+150.5%
GOOGL vs DDOG
+120.3%
+30.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -2.3% | -10.1% | +7.9% | -1.0% |
| 30D | -6.6% | -24.8% | +18.3% | -3.4% |
| 3M | -8.9% | -12.6% | +3.6% | -7.9% |
| 6M | +11.9% | +79.9% | -68.1% | +0.2% |
| YTD | +8.3% | +56.6% | -48.2% | -1.2% |
| 1Y | +46.2% | +61.6% | -15.4% | +30.8% |
| All | +150.5% | +120.3% | +30.2% | +115.8% |
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