-3.6%
DDOG vs AR
+99.4%
-103.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | +7.4% | -4.5% | +1.4% |
| 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% | -11.6% |
| YTD | +35.4% | +12.4% | +23.0% | +30.9% |
| 1Y | -1.0% | +12.8% | -13.8% | -4.4% |
| 3Y | +76.7% | +47.2% | +29.5% | +58.7% |
| All | -3.6% | +99.4% | -103.0% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling