+35.8%
ARM vs DDOG
-3.1%
+38.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | +9.1% | +2.9% | +6.3% | +8.5% |
| 30D | -19.9% | -31.6% | +11.7% | -14.4% |
| 3M | -31.6% | -27.0% | -4.6% | -27.6% |
| 6M | -13.9% | -10.3% | -3.6% | -9.7% |
| YTD | +74.3% | +35.4% | +38.9% | +74.1% |
| 1Y | +35.8% | -1.0% | +36.8% | +54.0% |
| All | +35.8% | -3.1% | +38.9% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling