-3.4%
DDOG vs ALL
+31.1%
-34.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.9% |
| 7D | +5.6% | 0.0% | +5.7% | +5.7% |
| 30D | -34.9% | +12.8% | -47.7% | -31.2% |
| 3M | -23.4% | +4.7% | -28.1% | -20.8% |
| 6M | -7.7% | +24.9% | -32.7% | +2.1% |
| YTD | +35.6% | +30.0% | +5.7% | +49.3% |
| 1Y | -3.4% | +29.9% | -33.3% | +6.2% |
| All | -3.4% | +31.1% | -34.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling