+125.1%
DDOG vs B
+165.5%
-40.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | -23.9% | +9.6% | -33.5% | -24.3% |
| 30D | -34.0% | +3.5% | -37.5% | -34.0% |
| 3M | -21.9% | -1.6% | -20.3% | -21.9% |
| 6M | +24.6% | -1.7% | +26.2% | +24.5% |
| YTD | +31.7% | -5.3% | +37.0% | +31.5% |
| 1Y | -6.2% | +27.2% | -33.4% | -8.8% |
| 3Y | +125.1% | +166.1% | -41.0% | +121.4% |
| All | +125.1% | +165.5% | -40.4% | +121.4% |
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 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