+55.0%
DDOG vs DAR
-11.0%
+66.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -10.1% | +1.4% | -11.5% | -10.6% |
| 30D | -24.8% | +12.8% | -37.6% | -27.6% |
| 3M | -12.6% | +7.4% | -20.0% | -14.9% |
| 6M | +79.9% | +22.3% | +57.7% | +67.7% |
| YTD | +56.6% | +81.1% | -24.5% | +28.9% |
| 1Y | +61.6% | +106.5% | -44.9% | +26.3% |
| 3Y | +117.9% | +5.3% | +112.6% | +112.3% |
| All | +55.0% | -11.0% | +66.0% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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