+55.0%
DDOG vs CAPR
+84.7%
-29.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -0.9% |
| 7D | -10.1% | -2.0% | -8.2% | -10.1% |
| 30D | -24.8% | +139.2% | -164.0% | -25.5% |
| 3M | -12.6% | -66.4% | +53.8% | -12.2% |
| 6M | +79.9% | -63.1% | +143.1% | +80.5% |
| YTD | +56.6% | -67.4% | +124.0% | +57.2% |
| 1Y | +61.6% | +58.2% | +3.3% | +54.3% |
| 3Y | +117.9% | +42.2% | +75.7% | +89.8% |
| All | +55.0% | +84.7% | -29.7% | +22.0% |
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