+378.3%
DDOG vs ACGL
+177.1%
+201.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -16.9% | -1.1% | -15.8% | -16.8% |
| 30D | -38.8% | +13.1% | -51.9% | -40.5% |
| 3M | -23.2% | +9.8% | -33.0% | -25.0% |
| 6M | -10.3% | +15.3% | -25.5% | -13.5% |
| YTD | +32.1% | +12.7% | +19.4% | +27.4% |
| 1Y | -6.1% | +20.7% | -26.8% | -11.0% |
| 3Y | +79.2% | +34.3% | +44.9% | +62.9% |
| 5Y | -8.6% | +170.6% | -179.2% | -32.3% |
| All | +378.3% | +177.1% | +201.2% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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