+296.4%
ARM vs DDOG
+117.2%
+179.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +4.2% |
| 7D | +5.5% | -10.1% | +15.6% | +9.2% |
| 30D | -8.2% | -24.8% | +16.6% | -0.7% |
| 3M | -35.9% | -12.6% | -23.3% | -34.7% |
| 6M | +103.1% | +79.9% | +23.2% | +49.8% |
| YTD | +130.6% | +56.6% | +74.0% | +78.2% |
| 1Y | +86.1% | +61.6% | +24.5% | +36.2% |
| All | +296.4% | +117.2% | +179.2% | +160.7% |
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