+459.9%
DDOG vs AU
+565.1%
-105.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.2% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | -10.1% | +12.8% | -22.9% | -11.1% |
| 3M | -9.3% | +28.5% | -37.7% | -11.3% |
| 6M | +67.2% | +4.8% | +62.4% | +65.4% |
| YTD | +54.6% | +31.0% | +23.6% | +49.3% |
| 1Y | +54.1% | +81.4% | -27.3% | +44.1% |
| 3Y | +115.3% | +618.4% | -503.2% | +75.2% |
| 5Y | +50.6% | +686.3% | -635.7% | +20.1% |
| All | +459.9% | +565.1% | -105.3% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling