-51.5%
NKE vs DDOG
+421.0%
-472.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.1% | -6.1% | +6.0% | +0.9% |
| 30D | -7.7% | -10.1% | +2.5% | -6.4% |
| 3M | -10.9% | -9.3% | -1.7% | -10.4% |
| 6M | -31.9% | +67.2% | -99.0% | -39.1% |
| YTD | -38.6% | +54.6% | -93.2% | -44.9% |
| 1Y | -46.9% | +54.1% | -101.0% | -52.8% |
| 3Y | -58.2% | +115.3% | -173.4% | -66.2% |
| 5Y | -74.0% | +50.6% | -124.6% | -78.9% |
| All | -51.5% | +421.0% | -472.5% | -69.4% |
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