+467.1%
DDOG vs A
+104.6%
+362.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.2% |
| 7D | -10.1% | -1.9% | -8.2% | -9.0% |
| 30D | -24.8% | +6.9% | -31.7% | -28.1% |
| 3M | -12.6% | +9.2% | -21.8% | -18.1% |
| 6M | +79.9% | +25.7% | +54.3% | +50.0% |
| YTD | +56.6% | +11.5% | +45.0% | +41.9% |
| 1Y | +61.6% | +18.4% | +43.2% | +39.3% |
| 3Y | +117.9% | +26.6% | +91.3% | +66.3% |
| 5Y | +54.2% | -12.8% | +67.0% | +57.2% |
| All | +467.1% | +104.6% | +362.5% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling