+9.0%
MSFT vs DDOG
+19.2%
-10.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -14.4% | +21.1% | +8.7% |
| 7D | +4.7% | -32.2% | +36.9% | +10.7% |
| 30D | +5.8% | -31.7% | +37.6% | +11.6% |
| 3M | +13.0% | -34.5% | +47.5% | +19.0% |
| 6M | +34.9% | +28.7% | +6.3% | +26.2% |
| YTD | +15.7% | +38.8% | -23.1% | +4.9% |
| 1Y | +9.0% | +19.8% | -10.9% | -1.3% |
| All | +9.0% | +19.2% | -10.3% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling