+535.1%
DDOG vs CARR
+436.5%
+98.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -6.1% | +3.2% | -9.3% | -7.0% |
| 30D | -10.1% | -7.7% | -2.5% | -8.0% |
| 3M | -9.3% | -11.9% | +2.7% | -6.4% |
| 6M | +67.2% | +2.0% | +65.2% | +61.8% |
| YTD | +54.6% | +13.2% | +41.4% | +43.1% |
| 1Y | +54.1% | -8.5% | +62.6% | +53.5% |
| 3Y | +115.3% | +5.0% | +110.3% | +100.5% |
| 5Y | +50.6% | +12.0% | +38.6% | +28.6% |
| All | +535.1% | +436.5% | +98.7% | +431.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling