+390.4%
DDOG vs A
+136.2%
+254.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +2.9% | -0.5% | +3.3% | +3.1% |
| 30D | -31.6% | 0.0% | -31.6% | -31.4% |
| 3M | -27.0% | +16.7% | -43.7% | -34.1% |
| 6M | -10.3% | +54.8% | -65.1% | -34.4% |
| YTD | +35.4% | +28.8% | +6.6% | +11.8% |
| 1Y | -1.0% | +19.3% | -20.3% | -13.9% |
| 3Y | +76.7% | +65.5% | +11.1% | +10.5% |
| 5Y | -4.6% | +12.1% | -16.7% | -18.1% |
| All | +390.4% | +136.2% | +254.2% | +124.9% |
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