+467.1%
DDOG vs DAR
+222.1%
+245.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -10.1% | +1.4% | -11.5% | -10.5% |
| 30D | -24.8% | +12.8% | -37.6% | -27.4% |
| 3M | -12.6% | +7.4% | -20.0% | -14.7% |
| 6M | +79.9% | +22.3% | +57.7% | +68.8% |
| YTD | +56.6% | +81.1% | -24.5% | +31.4% |
| 1Y | +61.6% | +106.5% | -44.9% | +29.6% |
| 3Y | +117.9% | +5.3% | +112.6% | +105.4% |
| 5Y | +54.2% | -11.5% | +65.8% | +52.4% |
| All | +467.1% | +222.1% | +245.0% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling