+59.0%
DDOG vs CHD
+2.3%
+56.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.1% |
| 7D | +3.9% | -4.5% | +8.4% | +1.8% |
| 30D | -8.2% | -6.7% | -1.5% | -10.9% |
| 3M | -5.6% | -2.7% | -2.8% | -6.2% |
| 6M | +73.5% | -4.9% | +78.5% | +72.8% |
| YTD | +62.7% | +13.3% | +49.3% | +71.8% |
| 1Y | +59.0% | +1.0% | +58.0% | +62.4% |
| All | +59.0% | +2.3% | +56.6% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling