+376.8%
DDOG vs ALL
+177.4%
+199.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.1% |
| 7D | -23.9% | -1.9% | -22.0% | -23.8% |
| 30D | -34.0% | +13.8% | -47.8% | -35.6% |
| 3M | -21.9% | -7.0% | -14.9% | -21.3% |
| 6M | +24.6% | +18.0% | +6.6% | +19.9% |
| YTD | +31.7% | +24.2% | +7.5% | +25.0% |
| 1Y | -6.2% | +31.2% | -37.3% | -12.0% |
| 3Y | +125.1% | +107.5% | +17.5% | +87.2% |
| 5Y | -3.5% | +144.8% | -148.3% | -23.2% |
| All | +376.8% | +177.4% | +199.4% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling