+390.4%
DDOG vs AA
+96.8%
+293.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | -31.6% | -0.6% | -31.0% | -31.6% |
| 3M | -27.0% | -19.7% | -7.3% | -24.2% |
| 6M | -10.3% | -41.6% | +31.3% | -1.8% |
| YTD | +35.4% | -24.6% | +60.1% | +39.2% |
| 1Y | -1.0% | +4.9% | -5.8% | -5.0% |
| 3Y | +76.7% | +66.8% | +9.8% | +48.8% |
| 5Y | -4.6% | -19.4% | +14.8% | -9.2% |
| All | +390.4% | +96.8% | +293.6% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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