+467.1%
DDOG vs ADI
+252.3%
+214.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.8% |
| 7D | -10.1% | +0.4% | -10.6% | -10.4% |
| 30D | -24.8% | -3.8% | -21.0% | -23.3% |
| 3M | -12.6% | -15.3% | +2.7% | -5.8% |
| 6M | +79.9% | +6.7% | +73.3% | +63.9% |
| YTD | +56.6% | +34.8% | +21.8% | +21.7% |
| 1Y | +61.6% | +49.0% | +12.5% | +16.5% |
| 3Y | +117.9% | +108.1% | +9.8% | +15.7% |
| 5Y | +54.2% | +142.4% | -88.2% | -24.5% |
| All | +467.1% | +252.3% | +214.8% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling