+390.4%
DDOG vs AR
+870.9%
-480.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | +7.4% | -4.5% | +2.2% |
| 30D | -31.6% | +5.8% | -37.4% | -31.9% |
| 3M | -27.0% | +5.2% | -32.2% | -27.4% |
| 6M | -10.3% | +5.4% | -15.7% | -10.8% |
| YTD | +35.4% | +12.4% | +23.0% | +33.5% |
| 1Y | -1.0% | +12.8% | -13.8% | -2.4% |
| 3Y | +76.7% | +47.2% | +29.5% | +69.6% |
| 5Y | -4.6% | +101.1% | -105.7% | -9.6% |
| All | +390.4% | +870.9% | -480.5% | +293.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling