+54.1%
DDOG vs CAPR
+35.6%
+18.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | -6.1% | -9.5% | +3.4% | -6.1% |
| 30D | -10.1% | +121.5% | -131.6% | -9.9% |
| 3M | -9.3% | -65.4% | +56.1% | -9.2% |
| 6M | +67.2% | -67.5% | +134.7% | +67.3% |
| YTD | +54.6% | -68.6% | +123.2% | +54.7% |
| 1Y | +54.1% | +42.7% | +11.4% | +55.7% |
| All | +54.1% | +35.6% | +18.5% | +55.7% |
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