+19.8%
DDOG vs AUR
-17.4%
+37.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.4% | -10.0% | -13.5% |
| 7D | -32.2% | -19.8% | -12.4% | -29.1% |
| 30D | -31.7% | -29.0% | -2.7% | -27.0% |
| 3M | -34.5% | -43.6% | +9.1% | -27.4% |
| 6M | +28.7% | -36.6% | +65.3% | +37.7% |
| YTD | +38.8% | +6.3% | +32.5% | +34.0% |
| 1Y | +19.8% | -9.0% | +28.8% | +14.8% |
| All | +19.8% | -17.4% | +37.2% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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