-49.5%
ORCL vs DDOG
+19.2%
-68.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -14.4% | +12.5% | +2.0% |
| 7D | -14.4% | -32.2% | +17.8% | -5.1% |
| 30D | -12.8% | -31.7% | +18.9% | -3.7% |
| 3M | -14.8% | -34.5% | +19.7% | -5.8% |
| 6M | -30.9% | +28.7% | -59.5% | -36.7% |
| YTD | -35.7% | +38.8% | -74.4% | -44.9% |
| 1Y | -49.5% | +19.8% | -69.3% | -56.3% |
| All | -49.5% | +19.2% | -68.7% | -56.3% |
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