+490.5%
DDOG vs A
+94.1%
+396.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -0.8% |
| 7D | +3.2% | -4.6% | +7.8% | +6.3% |
| 30D | -10.2% | -4.3% | -5.9% | -7.8% |
| 3M | -2.6% | +8.9% | -11.5% | -8.7% |
| 6M | +80.1% | +24.5% | +55.6% | +50.7% |
| YTD | +63.0% | +5.8% | +57.2% | +52.8% |
| 1Y | +59.4% | +16.2% | +43.1% | +38.5% |
| 3Y | +127.0% | +28.5% | +98.6% | +69.3% |
| 5Y | +61.7% | -16.3% | +78.0% | +68.9% |
| All | +490.5% | +94.1% | +396.4% | +207.3% |
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