-3.4%
DDOG vs DD
+29.4%
-32.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +5.6% | +6.7% | -1.1% | +4.9% |
| 30D | -34.9% | +19.4% | -54.3% | -35.4% |
| 3M | -23.4% | +7.6% | -31.1% | -23.6% |
| 6M | -7.7% | +2.9% | -10.6% | -7.5% |
| YTD | +35.6% | +29.9% | +5.8% | +21.3% |
| 1Y | -3.4% | +28.6% | -32.0% | -13.2% |
| All | -3.4% | +29.4% | -32.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling