+129.2%
DDOG vs CART
+21.6%
+107.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -10.1% | +1.0% | -11.2% | -10.4% |
| 30D | -24.8% | +12.6% | -37.4% | -26.6% |
| 3M | -12.6% | +23.1% | -35.7% | -16.4% |
| 6M | +79.9% | +39.5% | +40.4% | +67.4% |
| YTD | +56.6% | +13.5% | +43.0% | +51.3% |
| 1Y | +61.6% | +14.9% | +46.7% | +55.3% |
| All | +129.2% | +21.6% | +107.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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