+467.1%
DDOG vs ARWR
+194.6%
+272.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -10.1% | +1.7% | -11.8% | -10.6% |
| 30D | -24.8% | -0.7% | -24.1% | -24.8% |
| 3M | -12.6% | +14.9% | -27.5% | -16.3% |
| 6M | +79.9% | +32.6% | +47.3% | +64.2% |
| YTD | +56.6% | +30.0% | +26.5% | +42.9% |
| 1Y | +61.6% | +208.4% | -146.8% | +15.5% |
| 3Y | +117.9% | +208.8% | -90.9% | +36.1% |
| 5Y | +54.2% | +27.8% | +26.4% | +17.5% |
| All | +467.1% | +194.6% | +272.5% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling