+59.0%
DDOG vs ADI
+54.8%
+4.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | +0.2% |
| 7D | +3.9% | +4.6% | -0.7% | +4.3% |
| 30D | -8.2% | -1.2% | -7.0% | -8.4% |
| 3M | -5.6% | -7.8% | +2.2% | -6.5% |
| 6M | +73.5% | +19.3% | +54.2% | +69.8% |
| YTD | +62.7% | +40.9% | +21.7% | +53.1% |
| 1Y | +59.0% | +54.5% | +4.5% | +46.6% |
| All | +59.0% | +54.8% | +4.2% | +46.6% |
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 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