+19.8%
DDOG vs AGG
-0.5%
+20.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.5% | -14.9% | -14.4% |
| 7D | -32.2% | +0.5% | -32.7% | -32.2% |
| 30D | -31.7% | +2.4% | -34.1% | -33.0% |
| 3M | -34.5% | -1.0% | -33.5% | -33.0% |
| 6M | +28.7% | -0.9% | +29.6% | +30.6% |
| YTD | +38.8% | -0.9% | +39.7% | +35.6% |
| 1Y | +19.8% | -0.5% | +20.3% | +13.4% |
| All | +19.8% | -0.5% | +20.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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