+117.3%
DDOG vs D
+56.9%
+60.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -1.0% |
| 7D | -10.1% | +0.4% | -10.6% | -10.1% |
| 30D | -24.8% | -3.6% | -21.2% | -25.2% |
| 3M | -12.6% | -1.0% | -11.6% | -12.7% |
| 6M | +79.9% | +6.3% | +73.7% | +81.5% |
| YTD | +56.6% | +14.7% | +41.9% | +59.6% |
| 1Y | +61.6% | +16.9% | +44.6% | +65.2% |
| All | +117.3% | +56.9% | +60.3% | +117.0% |
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