+151.1%
C vs DDOG
+427.7%
-276.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +3.6% | -10.1% | +13.8% | +4.8% |
| 30D | +0.1% | -24.8% | +24.9% | +2.9% |
| 3M | +2.4% | -12.6% | +15.0% | +3.3% |
| 6M | +24.9% | +79.9% | -55.0% | +14.2% |
| YTD | +19.8% | +56.6% | -36.8% | +10.9% |
| 1Y | +44.9% | +61.6% | -16.7% | +32.6% |
| 3Y | +263.0% | +117.9% | +145.1% | +215.3% |
| 5Y | +129.5% | +54.2% | +75.3% | +97.9% |
| All | +151.1% | +427.7% | -276.6% | +55.7% |
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