-13.3%
IBM vs DDOG
+19.2%
-32.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.4% | +16.1% | +4.3% |
| 7D | +0.4% | -32.2% | +32.6% | +7.6% |
| 30D | +14.8% | -31.7% | +46.5% | +22.4% |
| 3M | +8.9% | -34.5% | +43.4% | +16.1% |
| 6M | +12.4% | +28.7% | -16.2% | +4.3% |
| YTD | -12.4% | +38.8% | -51.2% | -22.7% |
| 1Y | -13.3% | +19.8% | -33.1% | -22.8% |
| All | -13.3% | +19.2% | -32.5% | -22.8% |
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 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