-3.4%
DDOG vs AR
+10.2%
-13.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +5.6% | +6.4% | -0.8% | +4.2% |
| 30D | -34.9% | +3.1% | -38.0% | -34.8% |
| 3M | -23.4% | +3.3% | -26.7% | -23.5% |
| 6M | -7.7% | +6.6% | -14.3% | -8.6% |
| YTD | +35.6% | +12.3% | +23.3% | +28.1% |
| 1Y | -3.4% | +12.3% | -15.7% | -8.9% |
| All | -3.4% | +10.2% | -13.5% | -8.9% |
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