+376.8%
DDOG vs AR
+804.3%
-427.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.6% |
| 7D | -23.9% | -14.3% | -9.6% | -22.8% |
| 30D | -34.0% | +1.4% | -35.5% | -34.1% |
| 3M | -21.9% | +3.4% | -25.3% | -22.2% |
| 6M | +24.6% | -2.1% | +26.6% | +24.6% |
| YTD | +31.7% | +4.7% | +27.0% | +30.7% |
| 1Y | -6.2% | +10.6% | -16.7% | -7.3% |
| 3Y | +125.1% | +24.6% | +100.5% | +118.8% |
| 5Y | -3.5% | +71.9% | -75.4% | -7.7% |
| All | +376.8% | +804.3% | -427.5% | +284.6% |
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