-10.7%
DDOG vs AR
+9.7%
-20.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.3% |
| 7D | -19.1% | -5.8% | -13.3% | -18.0% |
| 30D | -39.2% | +4.8% | -44.0% | -39.1% |
| 3M | -31.6% | +1.5% | -33.1% | -31.4% |
| 6M | -10.9% | +4.7% | -15.6% | -11.3% |
| YTD | +31.2% | +9.2% | +22.0% | +24.8% |
| 1Y | -10.7% | +11.2% | -21.8% | -16.5% |
| All | -10.7% | +9.7% | -20.4% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling