+375.1%
DDOG vs ALL
+184.3%
+190.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.1% |
| 7D | -19.1% | -0.1% | -19.0% | -19.2% |
| 30D | -39.2% | +13.8% | -53.0% | -40.5% |
| 3M | -31.6% | -2.8% | -28.8% | -31.5% |
| 6M | -10.9% | +23.7% | -34.5% | -14.8% |
| YTD | +31.2% | +27.3% | +3.9% | +24.1% |
| 1Y | -10.7% | +30.5% | -41.2% | -16.0% |
| 3Y | +72.1% | +113.0% | -40.9% | +42.7% |
| 5Y | -5.5% | +157.6% | -163.1% | -25.4% |
| All | +375.1% | +184.3% | +190.8% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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