+61.6%
DDOG vs COMP
+22.2%
+39.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -10.1% | +1.4% | -11.5% | -10.2% |
| 30D | -24.8% | -13.3% | -11.5% | -24.1% |
| 3M | -12.6% | +41.1% | -53.7% | -14.1% |
| 6M | +79.9% | +17.2% | +62.8% | +77.5% |
| YTD | +56.6% | +5.2% | +51.4% | +56.5% |
| 1Y | +61.6% | +18.9% | +42.6% | +67.8% |
| All | +61.6% | +22.2% | +39.4% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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