+69.1%
MSFT vs DDOG
-8.2%
+77.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +7.5% | -16.9% | +24.4% | +11.6% |
| 30D | +1.9% | -38.8% | +40.6% | +13.3% |
| 3M | +9.2% | -23.2% | +32.5% | +14.3% |
| 6M | +31.9% | -10.3% | +42.1% | +31.1% |
| YTD | +13.4% | +32.1% | -18.6% | 0.0% |
| 1Y | +10.6% | -6.1% | +16.7% | +6.2% |
| 3Y | +54.7% | +79.2% | -24.5% | +19.3% |
| 5Y | +69.1% | -8.6% | +77.7% | +41.2% |
| All | +69.1% | -8.2% | +77.3% | +41.2% |
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