+21.2%
ARM vs DDOG
-10.2%
+31.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -10.4% | -19.1% | +8.7% | -6.7% |
| 30D | -31.8% | -39.2% | +7.3% | -25.8% |
| 3M | -32.2% | -31.6% | -0.7% | -27.5% |
| 6M | -14.9% | -10.9% | -4.0% | -10.4% |
| YTD | +66.0% | +31.2% | +34.8% | +66.0% |
| All | +21.2% | -10.2% | +31.4% | +42.4% |
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 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