+61.7%
DDOG vs AU
+673.1%
-611.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.2% |
| 7D | +3.2% | -7.0% | +10.2% | +4.0% |
| 30D | -10.2% | +7.3% | -17.4% | -10.9% |
| 3M | -2.6% | +33.2% | -35.8% | -5.6% |
| 6M | +80.1% | -0.6% | +80.8% | +78.7% |
| YTD | +63.0% | +26.2% | +36.9% | +56.1% |
| 1Y | +59.4% | +68.3% | -8.9% | +46.6% |
| 3Y | +127.0% | +592.1% | -465.1% | +67.8% |
| 5Y | +61.7% | +685.3% | -623.6% | +13.5% |
| All | +61.7% | +673.1% | -611.5% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling