+467.1%
DDOG vs D
+11.0%
+456.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -10.1% | +1.5% | -11.6% | -10.4% |
| 30D | -24.8% | -2.6% | -22.2% | -24.3% |
| 3M | -12.6% | 0.0% | -12.6% | -12.6% |
| 6M | +79.9% | +7.4% | +72.6% | +76.4% |
| YTD | +56.6% | +15.9% | +40.7% | +50.7% |
| 1Y | +61.6% | +18.1% | +43.5% | +54.6% |
| 3Y | +117.9% | +58.4% | +59.5% | +86.0% |
| 5Y | +54.2% | +5.2% | +49.0% | +51.2% |
| All | +467.1% | +11.0% | +456.1% | +373.8% |
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