+459.9%
DDOG vs AGG
+5.6%
+454.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -10.1% | -0.4% | -9.8% | -9.8% |
| 3M | -9.3% | -0.3% | -9.0% | -9.0% |
| 6M | +67.2% | -1.2% | +68.4% | +69.3% |
| YTD | +54.6% | -0.4% | +54.9% | +55.1% |
| 1Y | +54.1% | +0.4% | +53.7% | +53.4% |
| 3Y | +115.3% | +13.4% | +101.8% | +85.0% |
| 5Y | +50.6% | -1.4% | +52.1% | +42.9% |
| All | +459.9% | +5.6% | +454.2% | +484.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling