+499.9%
DDOG vs ADI
+255.0%
+244.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.6% | +6.9% |
| 7D | +7.7% | +2.6% | +5.0% | +6.1% |
| 30D | -13.6% | -4.6% | -9.0% | -11.3% |
| 3M | -0.9% | -9.5% | +8.6% | +2.9% |
| 6M | +75.2% | +14.8% | +60.4% | +52.9% |
| YTD | +65.7% | +35.8% | +29.8% | +28.3% |
| 1Y | +60.4% | +48.9% | +11.4% | +15.8% |
| 3Y | +130.7% | +115.6% | +15.1% | +19.5% |
| 5Y | +59.9% | +135.1% | -75.2% | -20.3% |
| All | +499.9% | +255.0% | +244.9% | +125.9% |
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