+158.3%
CAT vs DDOG
+77.9%
+80.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +7.4% | +2.9% | +4.6% | +7.1% |
| 30D | -19.7% | -31.6% | +11.9% | -16.8% |
| 3M | -29.6% | -27.0% | -2.6% | -27.5% |
| 6M | -33.2% | -10.3% | -22.9% | -32.9% |
| YTD | +5.7% | +35.4% | -29.8% | -0.3% |
| 1Y | +9.3% | -1.0% | +10.3% | +10.1% |
| 3Y | +158.3% | +76.7% | +81.7% | +103.7% |
| All | +158.3% | +77.9% | +80.4% | +103.7% |
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 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