+489.1%
DDOG vs DBX
+69.4%
+419.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.2% |
| 7D | +3.9% | +2.1% | +1.8% | +2.5% |
| 30D | -8.2% | +5.7% | -13.9% | -11.7% |
| 3M | -5.6% | +31.8% | -37.4% | -21.6% |
| 6M | +73.5% | +37.5% | +36.1% | +39.4% |
| YTD | +62.7% | +27.9% | +34.8% | +37.4% |
| 1Y | +59.0% | +15.0% | +43.9% | +41.9% |
| 3Y | +117.1% | +27.2% | +89.9% | +70.5% |
| 5Y | +61.3% | +12.8% | +48.5% | +32.4% |
| All | +489.1% | +69.4% | +419.7% | +290.7% |
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