+115.3%
DDOG vs DD
+47.1%
+68.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | -10.1% | -7.4% | -2.7% | -8.1% |
| 3M | -9.3% | -6.4% | -2.8% | -7.5% |
| 6M | +67.2% | -2.5% | +69.7% | +65.8% |
| YTD | +54.6% | +10.2% | +44.3% | +45.9% |
| 1Y | +54.1% | +36.9% | +17.1% | +32.2% |
| 3Y | +115.3% | +47.0% | +68.2% | +83.2% |
| All | +115.3% | +47.1% | +68.2% | +83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling