+390.4%
DDOG vs DBX
+59.7%
+330.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | +2.9% | -3.3% | +6.1% | +4.9% |
| 30D | -31.6% | -5.9% | -25.8% | -29.4% |
| 3M | -27.0% | -6.7% | -20.3% | -24.7% |
| 6M | -10.3% | +28.0% | -38.3% | -25.0% |
| YTD | +35.4% | +20.6% | +14.8% | +17.3% |
| 1Y | -1.0% | +10.3% | -11.3% | -9.6% |
| 3Y | +76.7% | +24.0% | +52.6% | +38.5% |
| 5Y | -4.6% | +24.2% | -28.8% | -24.8% |
| All | +390.4% | +59.7% | +330.7% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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