+19.7%
QCOM vs DDOG
-3.3%
+23.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +13.0% | +5.6% | +7.4% | +11.6% |
| 30D | +0.2% | -34.9% | +35.1% | +10.2% |
| 3M | +9.2% | -23.4% | +32.7% | +15.3% |
| 6M | -15.0% | -7.7% | -7.3% | -16.4% |
| YTD | +5.2% | +35.6% | -30.5% | -8.6% |
| 1Y | +2.4% | -3.4% | +5.7% | -2.6% |
| 3Y | +52.0% | +78.0% | -26.0% | +16.7% |
| 5Y | +19.7% | -4.4% | +24.2% | +3.0% |
| All | +19.7% | -3.3% | +23.0% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling