+391.0%
DDOG vs B
+160.8%
+230.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +3.6% |
| 7D | -2.3% | -2.7% | +0.4% | -2.0% |
| 30D | -35.8% | -4.3% | -31.5% | -35.5% |
| 3M | -25.3% | -2.3% | -23.0% | -25.4% |
| 6M | -8.9% | -16.2% | +7.4% | -7.1% |
| YTD | +35.6% | -8.8% | +44.4% | +34.9% |
| 1Y | -6.8% | +11.4% | -18.2% | -10.9% |
| 3Y | +77.9% | +174.3% | -96.4% | +38.8% |
| 5Y | -3.1% | +116.2% | -119.3% | -22.3% |
| All | +391.0% | +160.8% | +230.2% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling