+93.4%
META vs DDOG
+110.8%
-17.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.5% | -2.8% |
| 7D | -3.1% | -34.3% | +31.2% | +3.1% |
| 30D | -18.1% | -37.2% | +19.1% | -12.4% |
| 3M | +2.9% | -38.3% | +41.2% | +9.5% |
| 6M | +0.2% | +19.8% | -19.6% | -6.8% |
| YTD | -8.1% | +28.4% | -36.5% | -16.9% |
| 1Y | -4.5% | +12.7% | -17.2% | -11.9% |
| All | +93.4% | +110.8% | -17.4% | +52.5% |
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 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