+87.8%
DDOG vs DASH
-0.6%
+88.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | -16.9% | -4.8% | -12.1% | -15.9% |
| 30D | -38.8% | -7.9% | -30.8% | -37.7% |
| 3M | -23.2% | -16.3% | -6.9% | -19.4% |
| 6M | -10.3% | +10.4% | -20.7% | -17.6% |
| YTD | +32.1% | -20.1% | +52.2% | +39.3% |
| 1Y | -6.1% | -11.4% | +5.4% | -5.5% |
| 3Y | +79.2% | +114.1% | -34.9% | +13.2% |
| 5Y | -8.6% | -5.8% | -2.9% | -32.8% |
| All | +87.8% | -0.6% | +88.4% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling