+55.0%
DDOG vs COMP
-31.2%
+86.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -10.1% | +1.4% | -11.5% | -10.5% |
| 30D | -24.8% | -13.3% | -11.5% | -22.3% |
| 3M | -12.6% | +41.1% | -53.7% | -20.8% |
| 6M | +79.9% | +17.2% | +62.8% | +66.6% |
| YTD | +56.6% | +5.2% | +51.4% | +48.2% |
| 1Y | +61.6% | +18.9% | +42.6% | +45.7% |
| 3Y | +117.9% | +215.9% | -98.0% | +27.4% |
| All | +55.0% | -31.2% | +86.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling