+231.1%
META vs DDOG
+357.1%
-126.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +3.1% | +5.6% | -2.6% | +1.7% |
| 30D | -18.2% | -34.9% | +16.7% | -10.1% |
| 3M | +7.8% | -23.4% | +31.2% | +13.5% |
| 6M | +3.6% | -7.7% | +11.3% | +1.9% |
| YTD | -5.3% | +35.6% | -40.9% | -18.4% |
| 1Y | +2.7% | -3.4% | +6.1% | -3.0% |
| 3Y | +91.5% | +78.0% | +13.5% | +45.9% |
| 5Y | +84.7% | -4.4% | +89.1% | +50.2% |
| All | +231.1% | +357.1% | -126.0% | +78.0% |
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