+270.6%
MSFT vs DDOG
+458.3%
-187.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.2% | -7.6% | -2.2% |
| 7D | -1.0% | +7.7% | -8.7% | -2.8% |
| 30D | -2.7% | -13.6% | +11.0% | +0.4% |
| 3M | +22.1% | -0.9% | +23.0% | +20.5% |
| 6M | +20.6% | +75.2% | -54.7% | +1.9% |
| YTD | +2.3% | +65.7% | -63.3% | -13.0% |
| 1Y | -0.5% | +60.4% | -60.9% | -15.9% |
| 3Y | +50.5% | +130.7% | -80.1% | +11.5% |
| 5Y | +72.3% | +59.9% | +12.5% | +29.2% |
| All | +270.6% | +458.3% | -187.6% | +79.8% |
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