-7.0%
IBM vs DDOG
+54.3%
-61.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.3% | -6.1% | +6.4% | +1.5% |
| 30D | -1.5% | -10.1% | +8.6% | +0.2% |
| 3M | -16.8% | -9.3% | -7.5% | -16.7% |
| 6M | -9.0% | +67.2% | -76.2% | -18.8% |
| YTD | -20.1% | +54.6% | -74.6% | -29.3% |
| 1Y | -7.0% | +54.1% | -61.1% | -16.8% |
| All | -7.0% | +54.3% | -61.3% | -16.8% |
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