+106.0%
DDOG vs COMP
-49.2%
+155.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -1.1% |
| 7D | -16.9% | +14.5% | -31.4% | -20.0% |
| 30D | -38.8% | +14.9% | -53.7% | -41.3% |
| 3M | -23.2% | -14.2% | -9.0% | -21.3% |
| 6M | -10.3% | +23.7% | -34.0% | -17.1% |
| YTD | +32.1% | +2.1% | +30.0% | +24.7% |
| 1Y | -6.1% | +26.2% | -32.3% | -16.6% |
| 3Y | +79.2% | +470.9% | -391.7% | -14.5% |
| 5Y | -8.6% | -14.0% | +5.4% | -28.7% |
| All | +106.0% | -49.2% | +155.2% | +96.0% |
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