+123.6%
C vs DDOG
+345.2%
-221.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.1% | +2.4% |
| 7D | -0.9% | -16.9% | +16.0% | +1.0% |
| 30D | -5.4% | -38.8% | +33.4% | -0.5% |
| 3M | -9.2% | -23.2% | +14.1% | -7.1% |
| 6M | -1.8% | -10.3% | +8.4% | -2.2% |
| YTD | +6.7% | +32.1% | -25.4% | +0.1% |
| 1Y | +23.5% | -6.1% | +29.6% | +20.8% |
| 3Y | +219.8% | +79.2% | +140.6% | +183.5% |
| 5Y | +112.4% | -8.6% | +121.0% | +92.2% |
| All | +123.6% | +345.2% | -221.5% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling