-3.4%
DDOG vs DASH
-14.2%
+10.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.9% |
| 7D | +5.6% | -4.1% | +9.7% | +6.8% |
| 30D | -34.9% | -10.6% | -24.3% | -33.1% |
| 3M | -23.4% | -18.8% | -4.6% | -18.8% |
| 6M | -7.7% | +11.2% | -18.9% | -18.5% |
| YTD | +35.6% | -23.8% | +59.4% | +44.6% |
| 1Y | -3.4% | -12.2% | +8.8% | -2.2% |
| All | -3.4% | -14.2% | +10.9% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling