+54.1%
DDOG vs D
+19.1%
+35.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.2% |
| 7D | -6.1% | +0.8% | -6.8% | -6.0% |
| 30D | -10.1% | -0.7% | -9.4% | -10.2% |
| 3M | -9.3% | +2.1% | -11.3% | -8.5% |
| 6M | +67.2% | +6.8% | +60.4% | +69.3% |
| YTD | +54.6% | +16.5% | +38.1% | +60.6% |
| 1Y | +54.1% | +19.2% | +34.9% | +59.5% |
| All | +54.1% | +19.1% | +35.0% | +59.5% |
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