+49.2%
DDOG vs DBX
+6.4%
+42.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | +1.0% |
| 7D | -6.1% | -1.3% | -4.8% | -5.2% |
| 30D | -10.1% | -2.9% | -7.3% | -8.3% |
| 3M | -9.3% | +23.8% | -33.1% | -23.3% |
| 6M | +67.2% | +26.2% | +41.0% | +38.1% |
| YTD | +54.6% | +21.6% | +33.0% | +31.8% |
| 1Y | +54.1% | +11.4% | +42.6% | +37.9% |
| 3Y | +115.3% | +21.3% | +94.0% | +62.2% |
| All | +49.2% | +6.4% | +42.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling