+140.6%
NOK vs DDOG
+448.2%
-307.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | +3.9% | +7.1% | +10.4% |
| 30D | +7.8% | -8.2% | +16.0% | +8.8% |
| 3M | -21.0% | -5.6% | -15.4% | -21.0% |
| 6M | +40.9% | +73.5% | -32.6% | +30.3% |
| YTD | +72.0% | +62.7% | +9.4% | +59.7% |
| 1Y | +140.9% | +59.0% | +81.9% | +123.0% |
| 3Y | +194.3% | +117.1% | +77.1% | +154.7% |
| 5Y | +112.5% | +61.3% | +51.2% | +83.0% |
| All | +140.6% | +448.2% | -307.6% | +90.8% |
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 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