+467.1%
DDOG vs B
+198.8%
+268.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.5% |
| 7D | -10.1% | -1.6% | -8.6% | -9.9% |
| 30D | -24.8% | +9.4% | -34.2% | -26.2% |
| 3M | -12.6% | +5.0% | -17.6% | -13.8% |
| 6M | +79.9% | -3.5% | +83.5% | +79.3% |
| YTD | +56.6% | +4.5% | +52.1% | +53.0% |
| 1Y | +61.6% | +67.8% | -6.2% | +43.2% |
| 3Y | +117.9% | +196.7% | -78.8% | +68.5% |
| 5Y | +54.2% | +151.9% | -97.7% | +20.7% |
| All | +467.1% | +198.8% | +268.3% | +314.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling