+111.4%
DDOG vs COMP
-51.7%
+163.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.6% | +2.7% |
| 7D | -2.3% | +2.2% | -4.5% | -3.0% |
| 30D | -35.8% | +16.3% | -52.1% | -38.7% |
| 3M | -25.3% | -19.1% | -6.1% | -22.3% |
| 6M | -8.9% | +17.1% | -26.0% | -14.8% |
| YTD | +35.6% | -2.9% | +38.5% | +29.5% |
| 1Y | -6.8% | +8.8% | -15.6% | -14.0% |
| 3Y | +77.9% | +423.5% | -345.6% | -13.1% |
| 5Y | -3.1% | -10.5% | +7.3% | -24.9% |
| All | +111.4% | -51.7% | +163.2% | +103.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling