+120.2%
DDOG vs ALL
+155.4%
-35.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.9% |
| 7D | -10.1% | 0.0% | -10.2% | -10.1% |
| 30D | -24.8% | -1.5% | -23.3% | -24.8% |
| 3M | -12.6% | +23.6% | -36.2% | -12.6% |
| 6M | +79.9% | +22.3% | +57.6% | +79.7% |
| YTD | +56.6% | +26.5% | +30.1% | +55.9% |
| 1Y | +61.6% | +27.0% | +34.6% | +60.4% |
| All | +120.2% | +155.4% | -35.1% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling