+141.6%
ORCL vs DDOG
+343.7%
-202.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.3% |
| 7D | -11.2% | -23.9% | +12.7% | -6.5% |
| 30D | -18.8% | -34.0% | +15.2% | -12.4% |
| 3M | -18.8% | -21.9% | +3.1% | -15.3% |
| 6M | -39.7% | +24.6% | -64.3% | -43.0% |
| YTD | -39.6% | +31.7% | -71.3% | -43.8% |
| 1Y | -51.7% | -6.2% | -45.6% | -52.5% |
| 3Y | +10.2% | +125.1% | -114.8% | -6.7% |
| 5Y | +30.8% | -3.5% | +34.3% | +17.2% |
| All | +141.6% | +343.7% | -202.1% | +54.1% |
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