+115.3%
DDOG vs ADI
+113.3%
+1.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -6.1% | +2.4% | -8.5% | -6.7% |
| 30D | -10.1% | -6.6% | -3.6% | -8.5% |
| 3M | -9.3% | -9.8% | +0.5% | -7.5% |
| 6M | +67.2% | +15.7% | +51.5% | +52.8% |
| YTD | +54.6% | +35.1% | +19.5% | +31.1% |
| 1Y | +54.1% | +47.7% | +6.4% | +25.1% |
| 3Y | +115.3% | +114.5% | +0.8% | +33.6% |
| All | +115.3% | +113.3% | +1.9% | +33.6% |
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 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