-10.7%
DDOG vs ALL
+32.6%
-43.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | +0.8% |
| 7D | -19.1% | -0.1% | -19.0% | -18.9% |
| 30D | -39.2% | +13.8% | -53.0% | -35.6% |
| 3M | -31.6% | -2.8% | -28.8% | -31.3% |
| 6M | -10.9% | +23.7% | -34.5% | -1.7% |
| YTD | +31.2% | +27.3% | +3.9% | +43.4% |
| 1Y | -10.7% | +30.5% | -41.2% | -1.8% |
| All | -10.7% | +32.6% | -43.3% | -1.8% |
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