-6.4%
DDOG vs DASH
-9.9%
+3.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.6% |
| 7D | -23.9% | +0.4% | -24.3% | -25.0% |
| 30D | -34.0% | -6.0% | -28.0% | -33.4% |
| 3M | -21.9% | -15.8% | -6.2% | -17.9% |
| 6M | +24.6% | +7.0% | +17.6% | +14.9% |
| YTD | +31.7% | -20.7% | +52.3% | +39.9% |
| 1Y | -6.2% | -8.5% | +2.4% | -7.2% |
| 3Y | +125.1% | +101.8% | +23.3% | +35.1% |
| All | -6.4% | -9.9% | +3.5% | -35.7% |
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