+467.1%
DDOG vs AR
+887.7%
-420.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -10.1% | +2.5% | -12.6% | -10.4% |
| 30D | -24.8% | +14.8% | -39.6% | -25.7% |
| 3M | -12.6% | +6.2% | -18.8% | -13.2% |
| 6M | +79.9% | +4.3% | +75.7% | +78.8% |
| YTD | +56.6% | +14.4% | +42.2% | +54.2% |
| 1Y | +61.6% | +21.3% | +40.2% | +58.2% |
| 3Y | +117.9% | +39.8% | +78.1% | +109.5% |
| 5Y | +54.2% | +142.1% | -87.8% | +45.1% |
| All | +467.1% | +887.7% | -420.7% | +353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling