+140.9%
IBM vs DDOG
+357.1%
-216.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -0.3% | +5.6% | -6.0% | -0.8% |
| 30D | +6.8% | -34.9% | +41.6% | +10.5% |
| 3M | +4.4% | -23.4% | +27.8% | +6.4% |
| 6M | +13.2% | -7.7% | +20.9% | +13.3% |
| YTD | -15.1% | +35.6% | -50.8% | -18.2% |
| 1Y | -20.2% | -3.4% | -16.8% | -21.4% |
| 3Y | +79.3% | +78.0% | +1.3% | +68.8% |
| 5Y | +147.5% | -4.4% | +151.9% | +135.0% |
| All | +140.9% | +357.1% | -216.3% | +77.2% |
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