+375.1%
DDOG vs ACGL
+179.7%
+195.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -19.1% | +1.3% | -20.4% | -19.4% |
| 30D | -39.2% | +14.2% | -53.4% | -41.1% |
| 3M | -31.6% | +11.1% | -42.7% | -33.4% |
| 6M | -10.9% | +16.4% | -27.2% | -14.3% |
| YTD | +31.2% | +13.8% | +17.4% | +26.3% |
| 1Y | -10.7% | +21.6% | -32.2% | -15.4% |
| 3Y | +72.1% | +33.5% | +38.6% | +56.8% |
| 5Y | -5.5% | +174.8% | -180.4% | -30.2% |
| All | +375.1% | +179.7% | +195.4% | +261.3% |
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