+61.6%
DDOG vs D
+15.7%
+45.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -1.1% |
| 7D | -10.1% | +0.4% | -10.6% | -10.1% |
| 30D | -24.8% | -3.6% | -21.2% | -25.4% |
| 3M | -12.6% | -1.0% | -11.6% | -12.5% |
| 6M | +79.9% | +6.3% | +73.7% | +81.7% |
| YTD | +56.6% | +14.7% | +41.9% | +62.2% |
| 1Y | +61.6% | +16.9% | +44.6% | +66.5% |
| All | +61.6% | +15.7% | +45.9% | +66.5% |
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