+292.9%
MSFT vs DDOG
+357.0%
-64.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.4% | -5.6% | -3.0% |
| 7D | -6.2% | -2.3% | -3.9% | -5.8% |
| 30D | -3.7% | -35.8% | +32.1% | +5.7% |
| 3M | +3.6% | -25.3% | +28.9% | +9.3% |
| 6M | +26.8% | -8.9% | +35.7% | +25.8% |
| YTD | +8.4% | +35.6% | -27.1% | -4.5% |
| 1Y | +3.3% | -6.8% | +10.1% | -0.4% |
| 3Y | +44.3% | +77.9% | -33.6% | +13.6% |
| 5Y | +63.3% | -3.1% | +66.5% | +36.4% |
| All | +292.9% | +357.0% | -64.1% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling