-2.5%
IBM vs DDOG
+61.3%
-63.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.3% | -10.1% | +9.9% | +1.7% |
| 30D | +0.3% | -24.8% | +25.1% | +5.3% |
| 3M | -21.6% | -12.6% | -9.0% | -20.8% |
| 6M | -4.7% | +79.9% | -84.6% | -16.0% |
| YTD | -19.1% | +56.6% | -75.7% | -28.6% |
| 1Y | -2.5% | +61.6% | -64.1% | -13.1% |
| All | -2.5% | +61.3% | -63.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling