+19.8%
DDOG vs ADI
+76.5%
-56.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.2% | -11.2% | -14.3% |
| 7D | -32.2% | -5.1% | -27.1% | -32.1% |
| 30D | -31.7% | -3.1% | -28.7% | -31.8% |
| 3M | -34.5% | +7.1% | -41.7% | -33.8% |
| 6M | +28.7% | +2.9% | +25.7% | +29.2% |
| YTD | +38.8% | +51.1% | -12.4% | +34.3% |
| 1Y | +19.8% | +79.3% | -59.5% | +17.9% |
| All | +19.8% | +76.5% | -56.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling