-1.0%
DDOG vs B
+2.6%
-3.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.9% | -7.3% | +10.2% | +2.9% |
| 30D | -31.6% | -3.3% | -28.3% | -31.3% |
| 3M | -27.0% | -7.8% | -19.2% | -26.5% |
| 6M | -10.3% | -15.5% | +5.2% | -9.4% |
| YTD | +35.4% | -12.3% | +47.7% | +32.2% |
| 1Y | -1.0% | +5.4% | -6.3% | -9.4% |
| All | -1.0% | +2.6% | -3.6% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling