-10.7%
DDOG vs AS
+6.1%
-16.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | -19.1% | +4.5% | -23.6% | -19.3% |
| 30D | -39.2% | +13.2% | -52.4% | -39.9% |
| 3M | -31.6% | -11.9% | -19.7% | -30.3% |
| 6M | -10.9% | -11.6% | +0.7% | -9.2% |
| YTD | +31.2% | -14.7% | +45.9% | +34.2% |
| 1Y | -10.7% | +5.7% | -16.4% | -12.8% |
| All | -10.7% | +6.1% | -16.7% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling