+125.1%
DDOG vs COMP
+353.8%
-228.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.2% | +1.6% |
| 7D | -23.9% | +13.4% | -37.3% | -24.9% |
| 30D | -34.0% | +11.1% | -45.1% | -34.8% |
| 3M | -21.9% | -18.8% | -3.1% | -20.7% |
| 6M | +24.6% | +10.5% | +14.1% | +22.5% |
| YTD | +31.7% | -3.4% | +35.1% | +30.3% |
| 1Y | -6.2% | +19.7% | -25.9% | -9.1% |
| 3Y | +125.1% | +381.6% | -256.5% | +98.9% |
| All | +125.1% | +353.8% | -228.7% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling