+125.1%
DDOG vs AA
+52.9%
+72.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.0% |
| 7D | -23.9% | +0.9% | -24.8% | -24.1% |
| 30D | -34.0% | -6.7% | -27.3% | -33.2% |
| 3M | -21.9% | -16.3% | -5.6% | -19.7% |
| 6M | +24.6% | -37.1% | +61.7% | +34.4% |
| YTD | +31.7% | -25.0% | +56.7% | +34.7% |
| 1Y | -6.2% | +8.6% | -14.8% | -12.1% |
| 3Y | +125.1% | +57.2% | +67.8% | +93.8% |
| All | +125.1% | +52.9% | +72.2% | +93.8% |
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