+467.1%
DDOG vs DBX
+65.9%
+401.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.8% |
| 7D | -10.1% | -2.4% | -7.7% | -8.7% |
| 30D | -24.8% | -0.5% | -24.3% | -24.5% |
| 3M | -12.6% | +28.1% | -40.6% | -26.1% |
| 6M | +79.9% | +33.1% | +46.9% | +47.6% |
| YTD | +56.6% | +25.3% | +31.3% | +34.1% |
| 1Y | +61.6% | +18.3% | +43.2% | +41.5% |
| 3Y | +117.9% | +25.0% | +92.9% | +73.0% |
| 5Y | +54.2% | +7.5% | +46.7% | +30.2% |
| All | +467.1% | +65.9% | +401.1% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling