+375.1%
DDOG vs ADI
+282.5%
+92.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -19.1% | -6.3% | -12.8% | -16.1% |
| 30D | -39.2% | -3.2% | -36.0% | -37.9% |
| 3M | -31.6% | +2.8% | -34.3% | -32.7% |
| 6M | -10.9% | -5.0% | -5.8% | -10.9% |
| YTD | +31.2% | +46.3% | -15.1% | -2.6% |
| 1Y | -10.7% | +71.6% | -82.3% | -40.4% |
| 3Y | +72.1% | +139.2% | -67.1% | -16.5% |
| 5Y | -5.5% | +136.4% | -141.9% | -53.1% |
| All | +375.1% | +282.5% | +92.6% | +71.6% |
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