+116.0%
INTC vs DDOG
+60.9%
+55.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.2% | -5.5% | +0.4% |
| 7D | +18.0% | +7.7% | +10.3% | +16.3% |
| 30D | +8.9% | -13.6% | +22.6% | +11.7% |
| 3M | -1.6% | -0.9% | -0.6% | -2.4% |
| 6M | +133.1% | +75.2% | +57.9% | +101.5% |
| YTD | +187.9% | +65.7% | +122.3% | +149.3% |
| 1Y | +334.7% | +60.4% | +274.3% | +275.7% |
| 3Y | +184.2% | +130.7% | +53.5% | +119.5% |
| 5Y | +116.0% | +59.9% | +56.1% | +71.4% |
| All | +116.0% | +60.9% | +55.1% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling