-3.6%
DDOG vs CAPR
+172.3%
-175.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.8% | -0.1% |
| 7D | +2.9% | +5.9% | -3.0% | +2.8% |
| 30D | -31.6% | +44.6% | -76.2% | -31.8% |
| 3M | -27.0% | +126.4% | -153.4% | -27.6% |
| 6M | -10.3% | -68.6% | +58.3% | -9.9% |
| YTD | +35.4% | -67.0% | +102.4% | +35.8% |
| 1Y | -1.0% | +65.2% | -66.1% | -5.3% |
| 3Y | +76.7% | +235.6% | -158.9% | +44.4% |
| All | -3.6% | +172.3% | -175.9% | -26.5% |
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