+378.3%
DDOG vs AR
+811.3%
-432.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -16.9% | -10.5% | -6.3% | -16.0% |
| 30D | -38.8% | +1.3% | -40.0% | -38.8% |
| 3M | -23.2% | +4.8% | -28.0% | -23.5% |
| 6M | -10.3% | +1.2% | -11.4% | -10.5% |
| YTD | +32.1% | +5.5% | +26.6% | +31.0% |
| 1Y | -6.1% | +8.1% | -14.1% | -7.1% |
| 3Y | +79.2% | +38.8% | +40.4% | +73.0% |
| 5Y | -8.6% | +78.8% | -87.5% | -12.7% |
| All | +378.3% | +811.3% | -432.9% | +285.5% |
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