+117.6%
DDOG vs CARR
-0.1%
+117.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.1% |
| 7D | +3.2% | -4.1% | +7.4% | +4.2% |
| 30D | -10.2% | -11.0% | +0.8% | -7.9% |
| 3M | -2.6% | -16.4% | +13.8% | +0.8% |
| 6M | +80.1% | -2.4% | +82.5% | +75.1% |
| YTD | +63.0% | +8.4% | +54.6% | +50.4% |
| 1Y | +59.4% | -8.0% | +67.3% | +57.3% |
| All | +117.6% | -0.1% | +117.7% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling