+126.9%
IBM vs DDOG
+421.0%
-294.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +0.3% | -6.1% | +6.4% | +0.8% |
| 30D | -1.5% | -10.1% | +8.6% | -0.7% |
| 3M | -16.8% | -9.3% | -7.5% | -16.5% |
| 6M | -9.0% | +67.2% | -76.2% | -13.2% |
| YTD | -20.1% | +54.6% | -74.6% | -23.5% |
| 1Y | -7.0% | +54.1% | -61.1% | -11.2% |
| 3Y | +72.4% | +115.3% | -42.9% | +60.3% |
| 5Y | +112.0% | +50.6% | +61.4% | +95.8% |
| All | +126.9% | +421.0% | -294.1% | +65.7% |
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