+288.9%
QQQ vs DDOG
+427.7%
-138.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +0.4% | -10.1% | +10.5% | +2.5% |
| 30D | +0.2% | -24.8% | +25.0% | +5.5% |
| 3M | -2.8% | -12.6% | +9.8% | -1.3% |
| 6M | +18.0% | +79.9% | -62.0% | +0.1% |
| YTD | +17.3% | +56.6% | -39.3% | +1.7% |
| 1Y | +25.6% | +61.6% | -36.0% | +6.7% |
| 3Y | +93.7% | +117.9% | -24.1% | +48.1% |
| 5Y | +94.2% | +54.2% | +39.9% | +49.6% |
| All | +288.9% | +427.7% | -138.8% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling