-6.4%
DDOG vs CAPR
+142.6%
-149.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +2.5% |
| 7D | -23.9% | +41.1% | -65.0% | -24.1% |
| 30D | -34.0% | +11.1% | -45.1% | -34.1% |
| 3M | -21.9% | +115.3% | -137.2% | -22.5% |
| 6M | +24.6% | -73.8% | +98.4% | +25.4% |
| YTD | +31.7% | -68.8% | +100.5% | +32.1% |
| 1Y | -6.2% | +43.3% | -49.5% | -9.9% |
| 3Y | +125.1% | +214.7% | -89.6% | +84.0% |
| All | -6.4% | +142.6% | -149.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling