-3.6%
DDOG vs DASH
-30.7%
+27.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | +2.9% | -4.5% | +7.4% | +5.0% |
| 30D | -31.6% | -6.8% | -24.8% | -30.9% |
| 3M | -27.0% | -20.7% | -6.3% | -21.0% |
| 6M | -10.3% | +15.1% | -25.4% | -20.5% |
| YTD | +35.4% | -24.3% | +59.7% | +47.1% |
| 1Y | -1.0% | -12.1% | +11.2% | -0.4% |
| 3Y | +76.7% | +91.1% | -14.4% | +7.1% |
| All | -3.6% | -30.7% | +27.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling