+390.4%
DDOG vs ADI
+287.0%
+103.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +1.4% |
| 7D | +2.9% | +9.5% | -6.6% | -2.6% |
| 30D | -31.6% | -1.4% | -30.2% | -30.9% |
| 3M | -27.0% | +4.7% | -31.7% | -28.9% |
| 6M | -10.3% | -7.4% | -2.9% | -8.9% |
| YTD | +35.4% | +48.1% | -12.6% | -0.1% |
| 1Y | -1.0% | +69.6% | -70.6% | -33.3% |
| 3Y | +76.7% | +144.4% | -67.7% | -15.5% |
| 5Y | -4.6% | +134.1% | -138.7% | -52.4% |
| All | +390.4% | +287.0% | +103.4% | +75.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling