-59.4%
NKE vs DDOG
+125.8%
-185.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -5.5% | +3.2% | -8.8% | -5.8% |
| 30D | -10.4% | -10.2% | -0.3% | -9.7% |
| 3M | -15.8% | -2.6% | -13.2% | -16.2% |
| 6M | -33.4% | +80.1% | -113.6% | -38.5% |
| YTD | -41.0% | +63.0% | -104.0% | -45.2% |
| 1Y | -49.1% | +59.4% | -108.4% | -53.0% |
| All | -59.4% | +125.8% | -185.2% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling