+137.7%
GOOGL vs DDOG
+54.5%
+83.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | +1.1% | -6.1% | +7.1% | +2.3% |
| 30D | -4.4% | -10.1% | +5.7% | -2.7% |
| 3M | -6.8% | -9.3% | +2.5% | -6.0% |
| 6M | +13.6% | +67.2% | -53.6% | -2.1% |
| YTD | +8.3% | +54.6% | -46.3% | -6.0% |
| 1Y | +44.9% | +54.1% | -9.1% | +24.1% |
| 3Y | +150.5% | +115.3% | +35.2% | +88.0% |
| 5Y | +137.7% | +50.6% | +87.1% | +78.0% |
| All | +137.7% | +54.5% | +83.2% | +78.0% |
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