-53.2%
NKE vs DDOG
+448.2%
-501.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | +3.9% | -8.1% | -4.8% |
| 30D | -8.2% | -8.2% | 0.0% | -7.2% |
| 3M | -19.1% | -5.6% | -13.5% | -19.2% |
| 6M | -32.6% | +73.5% | -106.1% | -40.2% |
| YTD | -40.7% | +62.7% | -103.4% | -47.2% |
| 1Y | -48.9% | +59.0% | -107.8% | -54.7% |
| 3Y | -59.2% | +117.1% | -176.4% | -67.1% |
| 5Y | -75.3% | +61.3% | -136.6% | -80.2% |
| All | -53.2% | +448.2% | -501.4% | -70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling