+174.6%
ARM vs DDOG
+82.6%
+92.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.8% |
| 7D | -15.2% | -23.9% | +8.7% | -6.6% |
| 30D | -40.7% | -34.0% | -6.7% | -31.3% |
| 3M | -39.1% | -21.9% | -17.2% | -33.9% |
| 6M | -26.4% | +24.6% | -51.0% | -35.8% |
| YTD | +59.7% | +31.7% | +28.1% | +31.6% |
| 1Y | +10.3% | -6.2% | +16.5% | +8.6% |
| 3Y | +228.9% | +125.1% | +103.8% | +106.9% |
| All | +174.6% | +82.6% | +92.0% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling