+390.4%
DDOG vs CHD
+68.8%
+321.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +2.9% | +3.4% | -0.5% | +2.6% |
| 30D | -31.6% | +10.1% | -41.7% | -32.4% |
| 3M | -27.0% | +11.9% | -38.9% | -28.0% |
| 6M | -10.3% | +19.6% | -29.9% | -12.3% |
| YTD | +35.4% | +36.0% | -0.6% | +28.3% |
| 1Y | -1.0% | +34.8% | -35.7% | -6.1% |
| 3Y | +76.7% | +28.8% | +47.8% | +62.7% |
| 5Y | -4.6% | +33.0% | -37.6% | -17.0% |
| All | +390.4% | +68.8% | +321.7% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling