+117.1%
DDOG vs AU
+577.5%
-460.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.5% |
| 3M | -5.6% | +26.3% | -31.9% | -6.9% |
| 6M | +73.5% | +1.8% | +71.7% | +72.5% |
| YTD | +62.7% | +26.8% | +35.9% | +58.1% |
| 1Y | +59.0% | +66.7% | -7.7% | +50.8% |
| 3Y | +117.1% | +579.1% | -461.9% | +89.8% |
| All | +117.1% | +577.5% | -460.4% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling