+105.3%
DDOG vs COMP
-52.0%
+157.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.2% | -0.1% |
| 7D | -23.9% | +13.4% | -37.3% | -26.7% |
| 30D | -34.0% | +11.1% | -45.1% | -36.3% |
| 3M | -21.9% | -18.8% | -3.1% | -18.9% |
| 6M | +24.6% | +10.5% | +14.1% | +18.0% |
| YTD | +31.7% | -3.4% | +35.1% | +26.0% |
| 1Y | -6.2% | +19.7% | -25.9% | -15.6% |
| 3Y | +125.1% | +381.6% | -256.5% | +12.9% |
| 5Y | -3.5% | -17.6% | +14.1% | -23.8% |
| All | +105.3% | -52.0% | +157.3% | +98.1% |
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