+173.5%
DDOG vs AUR
-34.9%
+208.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -3.9% | -1.8% |
| 7D | -6.1% | +19.2% | -25.3% | -9.5% |
| 30D | -10.1% | -7.8% | -2.3% | -9.1% |
| 3M | -9.3% | +4.0% | -13.3% | -10.9% |
| 6M | +67.2% | +45.0% | +22.2% | +51.9% |
| YTD | +54.6% | +69.5% | -14.9% | +35.5% |
| 1Y | +54.1% | +13.0% | +41.1% | +45.2% |
| 3Y | +115.3% | +90.4% | +24.9% | +46.1% |
| 5Y | +50.6% | -34.2% | +84.8% | +3.1% |
| All | +173.5% | -34.9% | +208.4% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling