+467.1%
DDOG vs DD
+66.2%
+400.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.0% |
| 7D | -10.1% | -3.5% | -6.6% | -8.9% |
| 30D | -24.8% | -10.3% | -14.5% | -21.4% |
| 3M | -12.6% | -7.5% | -5.0% | -10.1% |
| 6M | +79.9% | -8.0% | +88.0% | +83.2% |
| YTD | +56.6% | +10.5% | +46.1% | +47.2% |
| 1Y | +61.6% | +38.3% | +23.3% | +36.9% |
| 3Y | +117.9% | +42.5% | +75.4% | +77.8% |
| 5Y | +54.2% | +60.2% | -5.9% | +19.4% |
| All | +467.1% | +66.2% | +400.9% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling