+65.2%
DDOG vs ADVB
-96.8%
+162.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.4% | +0.7% |
| 7D | +2.9% | +27.8% | -24.9% | +1.5% |
| 30D | -31.6% | -50.8% | +19.2% | -30.7% |
| 3M | -27.0% | -70.5% | +43.5% | -25.2% |
| 6M | -10.3% | -46.7% | +36.4% | -11.3% |
| YTD | +35.4% | -56.7% | +92.1% | +33.2% |
| 1Y | -1.0% | -71.8% | +70.8% | -1.8% |
| All | +65.2% | -96.8% | +162.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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