-6.4%
DDOG vs D
+12.5%
-18.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.5% |
| 7D | -23.9% | +3.0% | -26.9% | -23.8% |
| 30D | -34.0% | +11.5% | -45.5% | -33.9% |
| 3M | -21.9% | +3.7% | -25.6% | -21.7% |
| 6M | +24.6% | +13.5% | +11.0% | +24.5% |
| YTD | +31.7% | +20.7% | +10.9% | +31.1% |
| 1Y | -6.2% | +18.2% | -24.4% | -6.5% |
| 3Y | +125.1% | +73.3% | +51.8% | +108.2% |
| All | -6.4% | +12.5% | -18.9% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling