+19.2%
ISRG vs DDOG
+122.7%
-103.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.7% |
| 7D | -1.6% | -10.1% | +8.6% | -0.1% |
| 30D | -2.3% | -24.8% | +22.5% | +1.3% |
| 3M | -12.4% | -12.6% | +0.1% | -11.6% |
| 6M | -26.8% | +79.9% | -106.8% | -36.6% |
| YTD | -35.3% | +56.6% | -91.8% | -42.6% |
| 1Y | -19.3% | +61.6% | -80.9% | -30.2% |
| All | +19.2% | +122.7% | -103.5% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling