+378.3%
DDOG vs CAPR
+242.0%
+136.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.4% | -9.1% | +0.2% |
| 7D | -16.9% | +36.0% | -52.9% | -17.4% |
| 30D | -38.8% | +25.8% | -64.5% | -39.1% |
| 3M | -23.2% | +140.8% | -164.0% | -24.9% |
| 6M | -10.3% | -67.6% | +57.3% | -9.7% |
| YTD | +32.1% | -65.9% | +98.0% | +32.5% |
| 1Y | -6.1% | +66.1% | -72.2% | -13.5% |
| 3Y | +79.2% | +256.9% | -177.7% | +51.0% |
| 5Y | -8.6% | +172.1% | -180.7% | -24.2% |
| All | +378.3% | +242.0% | +136.3% | +219.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling