+50.6%
DDOG vs A
-14.2%
+64.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | +0.4% |
| 7D | -6.1% | -2.1% | -4.0% | -5.0% |
| 30D | -10.1% | +0.6% | -10.7% | -10.5% |
| 3M | -9.3% | +10.9% | -20.1% | -15.6% |
| 6M | +67.2% | +28.2% | +39.0% | +38.7% |
| YTD | +54.6% | +8.6% | +46.0% | +43.7% |
| 1Y | +54.1% | +15.5% | +38.6% | +36.0% |
| 3Y | +115.3% | +31.8% | +83.5% | +55.9% |
| 5Y | +50.6% | -14.9% | +65.5% | +68.6% |
| All | +50.6% | -14.2% | +64.9% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling