+100.2%
DDOG vs COMP
-56.6%
+156.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.2% | +0.7% | -5.5% |
| 7D | -34.3% | -1.8% | -32.5% | -34.3% |
| 30D | -37.2% | -0.8% | -36.5% | -37.6% |
| 3M | -38.3% | -28.1% | -10.2% | -33.8% |
| 6M | +19.8% | +27.0% | -7.2% | +8.0% |
| YTD | +28.4% | -12.8% | +41.2% | +26.1% |
| 1Y | +12.7% | +4.9% | +7.8% | +4.7% |
| 3Y | +112.8% | +321.0% | -208.2% | +10.8% |
| 5Y | -5.9% | -25.6% | +19.7% | -23.7% |
| All | +100.2% | -56.6% | +156.8% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling