+71.4%
MSFT vs DDOG
+54.5%
+16.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | -1.4% | -6.1% | +4.7% | 0.0% |
| 30D | -1.0% | -10.1% | +9.1% | +1.1% |
| 3M | +20.2% | -9.3% | +29.5% | +21.2% |
| 6M | +21.3% | +67.2% | -45.9% | +3.2% |
| YTD | +2.8% | +54.6% | -51.8% | -11.4% |
| 1Y | 0.0% | +54.1% | -54.1% | -15.1% |
| 3Y | +51.2% | +115.3% | -64.0% | +12.4% |
| 5Y | +71.4% | +50.6% | +20.8% | +26.4% |
| All | +71.4% | +54.5% | +16.9% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling