+817.7%
TQQQ vs DDOG
+458.3%
+359.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -5.3% |
| 7D | +2.8% | +7.7% | -4.9% | -2.1% |
| 30D | -3.0% | -13.6% | +10.6% | +5.1% |
| 3M | -2.7% | -0.9% | -1.8% | -6.5% |
| 6M | +45.4% | +75.2% | -29.8% | -10.4% |
| YTD | +36.3% | +65.7% | -29.4% | -15.7% |
| 1Y | +53.4% | +60.4% | -7.0% | -7.4% |
| 3Y | +265.6% | +130.7% | +134.9% | +66.2% |
| 5Y | +101.7% | +59.9% | +41.8% | +14.4% |
| All | +817.7% | +458.3% | +359.4% | +108.4% |
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