+20.3%
ARM vs DDOG
-6.9%
+27.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.6% |
| 7D | -5.3% | -16.9% | +11.6% | -1.9% |
| 30D | -30.0% | -38.8% | +8.7% | -24.0% |
| 3M | -34.1% | -23.2% | -10.9% | -30.3% |
| 6M | -12.6% | -10.3% | -2.4% | -8.2% |
| YTD | +70.4% | +32.1% | +38.3% | +69.9% |
| All | +20.3% | -6.9% | +27.2% | +40.9% |
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