+41.1%
DDOG vs AS
+134.9%
-93.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.5% |
| 7D | -23.9% | +6.9% | -30.8% | -25.0% |
| 30D | -34.0% | +16.0% | -50.0% | -36.2% |
| 3M | -21.9% | -12.8% | -9.1% | -20.0% |
| 6M | +24.6% | -15.4% | +40.0% | +28.0% |
| YTD | +31.7% | -15.7% | +47.4% | +34.7% |
| 1Y | -6.2% | +6.1% | -12.2% | -9.0% |
| All | +41.1% | +134.9% | -93.8% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling