+63.6%
DDOG vs AGG
-2.6%
+66.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.1% |
| 7D | +3.9% | -1.1% | +4.9% | +5.2% |
| 30D | -8.2% | -1.1% | -7.0% | -6.9% |
| 3M | -5.6% | -1.9% | -3.6% | -3.4% |
| 6M | +73.5% | -1.7% | +75.2% | +77.0% |
| YTD | +62.7% | -1.3% | +64.0% | +65.1% |
| 1Y | +59.0% | -0.7% | +59.7% | +60.2% |
| 3Y | +117.1% | +12.5% | +104.7% | +80.4% |
| All | +63.6% | -2.6% | +66.2% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling