-18.8%
IBM vs DDOG
-6.9%
-11.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -2.5% | -16.9% | +14.3% | +0.6% |
| 30D | +8.4% | -38.8% | +47.1% | +18.7% |
| 3M | +4.5% | -23.2% | +27.7% | +8.1% |
| 6M | +7.9% | -10.3% | +18.1% | +6.8% |
| YTD | -15.2% | +32.1% | -47.3% | -27.5% |
| All | -18.8% | -6.9% | -11.9% | -27.4% |
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