+45.1%
DDOG vs AS
+123.4%
-78.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | 0.0% |
| 7D | +2.9% | -4.9% | +7.7% | +3.8% |
| 30D | -31.6% | +3.9% | -35.5% | -32.4% |
| 3M | -27.0% | -9.6% | -17.4% | -25.9% |
| 6M | -10.3% | -8.7% | -1.6% | -9.2% |
| YTD | +35.4% | -19.8% | +55.3% | +39.8% |
| 1Y | -1.0% | -1.5% | +0.6% | -2.5% |
| All | +45.1% | +123.4% | -78.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling