+459.9%
DDOG vs AR
+879.4%
-419.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -6.1% | -1.8% | -4.2% | -5.9% |
| 30D | -10.1% | +12.6% | -22.7% | -11.1% |
| 3M | -9.3% | +10.0% | -19.3% | -10.1% |
| 6M | +67.2% | +0.6% | +66.5% | +66.7% |
| YTD | +54.6% | +13.4% | +41.2% | +52.4% |
| 1Y | +54.1% | +21.7% | +32.4% | +50.9% |
| 3Y | +115.3% | +45.8% | +69.4% | +106.4% |
| 5Y | +50.6% | +144.3% | -93.6% | +41.7% |
| All | +459.9% | +879.4% | -419.6% | +348.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling