+76.7%
DDOG vs AR
+48.6%
+28.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | +7.4% | -4.5% | +1.3% |
| 30D | -31.6% | +5.8% | -37.4% | -32.3% |
| 3M | -27.0% | +5.2% | -32.2% | -27.8% |
| 6M | -10.3% | +5.4% | -15.7% | -11.5% |
| YTD | +35.4% | +12.4% | +23.0% | +30.6% |
| 1Y | -1.0% | +12.8% | -13.8% | -4.6% |
| 3Y | +76.7% | +47.2% | +29.5% | +73.1% |
| All | +76.7% | +48.6% | +28.1% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling