+60.4%
DDOG vs DD
+33.7%
+26.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.6% | +9.7% | +7.2% |
| 7D | +7.7% | -3.8% | +11.4% | +7.8% |
| 30D | -13.6% | -9.2% | -4.4% | -13.3% |
| 3M | -0.9% | -9.0% | +8.1% | -0.3% |
| 6M | +75.2% | -5.0% | +80.2% | +72.7% |
| YTD | +65.7% | +7.4% | +58.3% | +61.2% |
| 1Y | +60.4% | +35.1% | +25.3% | +47.3% |
| All | +60.4% | +33.7% | +26.7% | +47.3% |
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