-3.1%
DDOG vs DD
+70.3%
-73.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.8% |
| 7D | -2.3% | +3.2% | -5.5% | -3.9% |
| 30D | -35.8% | +20.3% | -56.1% | -41.5% |
| 3M | -25.3% | +8.2% | -33.5% | -28.3% |
| 6M | -8.9% | +3.4% | -12.3% | -11.0% |
| YTD | +35.6% | +30.6% | +4.9% | +13.5% |
| 1Y | -6.8% | +30.6% | -37.5% | -22.1% |
| 3Y | +77.9% | +91.1% | -13.2% | +8.5% |
| 5Y | -3.1% | +68.6% | -71.7% | -36.7% |
| All | -3.1% | +70.3% | -73.4% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling