+378.3%
DDOG vs D
+15.0%
+363.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -16.9% | +0.8% | -17.6% | -17.1% |
| 30D | -38.8% | +10.7% | -49.5% | -40.1% |
| 3M | -23.2% | +2.3% | -25.5% | -23.8% |
| 6M | -10.3% | +12.5% | -22.8% | -12.9% |
| YTD | +32.1% | +20.1% | +12.0% | +25.9% |
| 1Y | -6.1% | +15.6% | -21.6% | -9.8% |
| 3Y | +79.2% | +75.2% | +4.0% | +48.4% |
| 5Y | -8.6% | +14.6% | -23.2% | -13.0% |
| All | +378.3% | +15.0% | +363.3% | +295.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling