+105.9%
C vs DDOG
-3.9%
+109.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | -2.4% | -23.9% | +21.5% | +0.7% |
| 30D | -6.0% | -34.0% | +28.0% | -1.6% |
| 3M | -10.5% | -21.9% | +11.4% | -8.6% |
| 6M | -5.7% | +24.6% | -30.3% | -10.9% |
| YTD | +4.1% | +31.7% | -27.5% | -3.2% |
| 1Y | +20.5% | -6.2% | +26.7% | +17.4% |
| 3Y | +208.1% | +125.1% | +83.1% | +158.8% |
| All | +105.9% | -3.9% | +109.8% | +78.2% |
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