+268.2%
QQQ vs DDOG
+356.4%
-88.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.6% | +2.9% | +0.8% | +3.0% |
| 30D | -6.7% | -31.6% | +24.9% | +0.4% |
| 3M | -7.0% | -27.0% | +20.0% | -1.7% |
| 6M | -4.7% | -10.3% | +5.6% | -5.0% |
| YTD | +11.1% | +35.4% | -24.4% | -1.5% |
| 1Y | +12.3% | -1.0% | +13.2% | +7.0% |
| 3Y | +83.3% | +76.7% | +6.7% | +46.9% |
| 5Y | +77.5% | -4.6% | +82.1% | +50.2% |
| All | +268.2% | +356.4% | -88.2% | +102.7% |
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 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