+227.2%
META vs DDOG
+427.7%
-200.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | +6.7% | -10.1% | +16.9% | +9.3% |
| 30D | +4.8% | -24.8% | +29.6% | +10.9% |
| 3M | -1.6% | -12.6% | +11.0% | 0.0% |
| 6M | -7.5% | +79.9% | -87.4% | -24.1% |
| YTD | -6.4% | +56.6% | -63.0% | -21.4% |
| 1Y | -17.3% | +61.6% | -78.9% | -32.5% |
| 3Y | +109.9% | +117.9% | -7.9% | +51.8% |
| 5Y | +65.4% | +54.2% | +11.1% | +22.8% |
| All | +227.2% | +427.7% | -200.5% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling