-24.1%
NU vs DDOG
+19.2%
-43.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.4% | +17.7% | +3.8% |
| 7D | +0.2% | -32.2% | +32.4% | +1.7% |
| 30D | -21.0% | -31.7% | +10.7% | -19.8% |
| 3M | -16.3% | -34.5% | +18.2% | -14.9% |
| 6M | -15.3% | +28.7% | -44.0% | -15.8% |
| YTD | -28.4% | +38.8% | -67.2% | -30.0% |
| 1Y | -24.1% | +19.8% | -43.9% | -25.7% |
| All | -24.1% | +19.2% | -43.3% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling