-75.5%
NKE vs DDOG
+56.4%
-131.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -5.5% | +3.2% | -8.8% | -6.1% |
| 30D | -10.4% | -10.2% | -0.3% | -9.0% |
| 3M | -15.8% | -2.6% | -13.2% | -16.4% |
| 6M | -33.4% | +80.1% | -113.6% | -41.9% |
| YTD | -41.0% | +63.0% | -104.0% | -48.0% |
| 1Y | -49.1% | +59.4% | -108.4% | -55.4% |
| 3Y | -59.8% | +127.0% | -186.8% | -68.8% |
| 5Y | -75.5% | +61.7% | -137.1% | -81.0% |
| All | -75.5% | +56.4% | -131.9% | -81.0% |
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