+120.2%
DDOG vs AA
+75.5%
+44.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | -10.1% | -0.7% | -9.5% | -10.1% |
| 30D | -24.8% | +5.0% | -29.8% | -25.6% |
| 3M | -12.6% | -35.8% | +23.2% | -5.3% |
| 6M | +79.9% | -18.4% | +98.3% | +84.2% |
| YTD | +56.6% | -5.5% | +62.1% | +54.0% |
| 1Y | +61.6% | +61.0% | +0.6% | +39.6% |
| All | +120.2% | +75.5% | +44.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling