+19.8%
DDOG vs CAPR
+47.4%
-27.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +8.3% | -22.7% | -14.4% |
| 7D | -32.2% | +43.2% | -75.4% | -32.1% |
| 30D | -31.7% | +14.7% | -46.4% | -31.6% |
| 3M | -34.5% | +113.9% | -148.4% | -34.2% |
| 6M | +28.7% | -73.4% | +102.0% | +28.8% |
| YTD | +38.8% | -69.1% | +107.9% | +38.9% |
| 1Y | +19.8% | +47.2% | -27.4% | +20.7% |
| All | +19.8% | +47.4% | -27.6% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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