+54.7%
MSFT vs DDOG
+78.7%
-24.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +7.5% | -16.9% | +24.4% | +10.8% |
| 30D | +1.9% | -38.8% | +40.6% | +11.3% |
| 3M | +9.2% | -23.2% | +32.5% | +13.5% |
| 6M | +31.9% | -10.3% | +42.1% | +30.9% |
| YTD | +13.4% | +32.1% | -18.6% | +1.5% |
| 1Y | +10.6% | -6.1% | +16.7% | +6.5% |
| 3Y | +54.7% | +79.2% | -24.5% | +19.3% |
| All | +54.7% | +78.7% | -24.1% | +19.3% |
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 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