+79.2%
DDOG vs ADI
+144.0%
-64.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.6% | -8.2% | -2.2% |
| 7D | -16.9% | -4.4% | -12.5% | -15.7% |
| 30D | -38.8% | -2.8% | -35.9% | -38.0% |
| 3M | -23.2% | +1.5% | -24.7% | -23.2% |
| 6M | -10.3% | -4.7% | -5.6% | -9.8% |
| YTD | +32.1% | +46.8% | -14.7% | +11.1% |
| 1Y | -6.1% | +74.9% | -81.0% | -26.7% |
| 3Y | +79.2% | +147.4% | -68.2% | +10.8% |
| All | +79.2% | +144.0% | -64.8% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling