+76.9%
DDOG vs B
+165.5%
-88.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.2% | +0.2% |
| 7D | +5.6% | -6.2% | +11.8% | +6.1% |
| 30D | -34.9% | -6.6% | -28.3% | -34.5% |
| 3M | -23.4% | -7.9% | -15.6% | -23.0% |
| 6M | -7.7% | -16.8% | +9.1% | -6.5% |
| YTD | +35.6% | -11.7% | +47.3% | +35.8% |
| 1Y | -3.4% | +3.5% | -6.9% | -5.3% |
| All | +76.9% | +165.5% | -88.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling