+116.8%
NOK vs DDOG
+427.7%
-310.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +2.8% |
| 7D | -1.8% | -10.1% | +8.4% | -0.6% |
| 30D | +4.7% | -24.8% | +29.5% | +7.7% |
| 3M | -39.7% | -12.6% | -27.1% | -39.0% |
| 6M | +23.1% | +79.9% | -56.9% | +13.3% |
| YTD | +55.0% | +56.6% | -1.6% | +44.6% |
| 1Y | +118.0% | +61.6% | +56.5% | +101.4% |
| 3Y | +170.5% | +117.9% | +52.6% | +133.9% |
| 5Y | +84.9% | +54.2% | +30.6% | +60.0% |
| All | +116.8% | +427.7% | -310.9% | +72.7% |
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 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