+216.1%
C vs DDOG
+78.2%
+137.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +4.7% | +5.6% | -0.9% | +4.0% |
| 30D | +0.2% | -34.9% | +35.1% | +5.1% |
| 3M | -9.3% | -23.4% | +14.1% | -7.0% |
| 6M | -0.8% | -7.7% | +6.9% | -2.1% |
| YTD | +8.5% | +35.6% | -27.1% | -1.3% |
| 1Y | +23.1% | -3.4% | +26.5% | +19.8% |
| All | +216.1% | +78.2% | +137.9% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling