-6.4%
DDOG vs A
+15.4%
-21.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.5% |
| 7D | -23.9% | -0.1% | -23.8% | -23.8% |
| 30D | -34.0% | +3.4% | -37.4% | -35.1% |
| 3M | -21.9% | +23.8% | -45.7% | -31.5% |
| 6M | +24.6% | +49.0% | -24.4% | -4.9% |
| YTD | +31.7% | +29.4% | +2.3% | +10.0% |
| 1Y | -6.2% | +19.4% | -25.6% | -17.3% |
| 3Y | +125.1% | +66.2% | +58.9% | +39.3% |
| All | -6.4% | +15.4% | -21.8% | -13.0% |
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