+98.4%
ISRG vs DDOG
+421.0%
-322.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.2% |
| 7D | -5.2% | -6.1% | +0.9% | -3.9% |
| 30D | -7.6% | -10.1% | +2.6% | -5.8% |
| 3M | -16.4% | -9.3% | -7.1% | -15.8% |
| 6M | -28.6% | +67.2% | -95.7% | -39.2% |
| YTD | -38.2% | +54.6% | -92.8% | -46.9% |
| 1Y | -25.5% | +54.1% | -79.6% | -36.9% |
| 3Y | +17.4% | +115.3% | -97.9% | -11.9% |
| 5Y | -3.0% | +50.6% | -53.6% | -25.8% |
| All | +98.4% | +421.0% | -322.6% | +4.5% |
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 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