+129.7%
IBM vs DDOG
+427.7%
-298.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -0.3% | -10.1% | +9.9% | +0.6% |
| 30D | +0.3% | -24.8% | +25.1% | +2.5% |
| 3M | -21.6% | -12.6% | -9.0% | -21.1% |
| 6M | -4.7% | +79.9% | -84.6% | -9.5% |
| YTD | -19.1% | +56.6% | -75.7% | -22.7% |
| 1Y | -2.5% | +61.6% | -64.1% | -7.2% |
| 3Y | +74.2% | +117.9% | -43.7% | +61.8% |
| 5Y | +113.1% | +54.2% | +58.9% | +96.5% |
| All | +129.7% | +427.7% | -298.0% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling