+76.9%
DDOG vs D
+74.4%
+2.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.2% |
| 7D | -2.3% | -2.4% | +0.1% | -3.0% |
| 30D | -35.8% | +9.0% | -44.8% | -34.2% |
| 3M | -25.3% | +1.0% | -26.2% | -24.3% |
| 6M | -8.9% | +11.0% | -19.9% | -6.1% |
| YTD | +35.6% | +19.8% | +15.8% | +41.7% |
| 1Y | -6.8% | +16.0% | -22.8% | -2.9% |
| All | +76.9% | +74.4% | +2.5% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling