+375.1%
DDOG vs A
+141.6%
+233.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.1% |
| 7D | -19.1% | +1.4% | -20.5% | -19.8% |
| 30D | -39.2% | +4.3% | -43.5% | -40.6% |
| 3M | -31.6% | +19.8% | -51.4% | -39.3% |
| 6M | -10.9% | +54.4% | -65.2% | -34.6% |
| YTD | +31.2% | +31.7% | -0.5% | +6.7% |
| 1Y | -10.7% | +22.4% | -33.1% | -23.7% |
| 3Y | +72.1% | +67.7% | +4.4% | +7.0% |
| 5Y | -5.5% | +15.7% | -21.2% | -20.6% |
| All | +375.1% | +141.6% | +233.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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