+76.7%
DDOG vs ARWR
+79.8%
-3.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | +2.9% | -17.8% | +20.7% | +4.4% |
| 30D | -31.6% | -18.1% | -13.5% | -30.6% |
| 3M | -27.0% | -44.2% | +17.2% | -23.8% |
| 6M | -10.3% | -38.6% | +28.3% | -7.4% |
| YTD | +35.4% | -28.0% | +63.5% | +36.8% |
| 1Y | -1.0% | +16.1% | -17.1% | -5.2% |
| 3Y | +76.7% | +84.0% | -7.3% | +50.4% |
| All | +76.7% | +79.8% | -3.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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