+19.8%
DDOG vs D
+23.9%
-4.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.4% | -18.9% | -11.7% |
| 7D | -32.2% | +8.5% | -40.7% | -28.6% |
| 30D | -31.7% | +14.3% | -46.0% | -26.7% |
| 3M | -34.5% | +1.8% | -36.3% | -32.0% |
| 6M | +28.7% | +13.0% | +15.6% | +38.1% |
| YTD | +38.8% | +22.7% | +16.0% | +55.6% |
| 1Y | +19.8% | +22.6% | -2.8% | +33.9% |
| All | +19.8% | +23.9% | -4.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling