+59.0%
DDOG vs AU
+72.0%
-13.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +3.9% | -4.3% | +8.2% | +4.1% |
| 30D | -8.2% | +7.3% | -15.5% | -8.3% |
| 3M | -5.6% | +26.3% | -31.9% | -6.3% |
| 6M | +73.5% | +1.8% | +71.7% | +72.6% |
| YTD | +62.7% | +26.8% | +35.9% | +55.3% |
| 1Y | +59.0% | +66.7% | -7.7% | +38.0% |
| All | +59.0% | +72.0% | -13.0% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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