+173.0%
NFLX vs DDOG
+427.7%
-254.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.1% |
| 7D | -4.2% | -10.1% | +5.9% | -1.8% |
| 30D | +5.5% | -24.8% | +30.3% | +11.9% |
| 3M | -4.1% | -12.6% | +8.5% | -2.3% |
| 6M | -20.7% | +79.9% | -100.6% | -34.9% |
| YTD | -16.5% | +56.6% | -73.1% | -29.8% |
| 1Y | -37.8% | +61.6% | -99.4% | -48.9% |
| 3Y | +77.9% | +117.9% | -40.0% | +27.2% |
| 5Y | +32.5% | +54.2% | -21.7% | -1.9% |
| All | +173.0% | +427.7% | -254.7% | +42.8% |
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 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