-6.2%
DDOG vs DECK
+6.6%
-12.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.4% |
| 7D | -23.9% | +5.8% | -29.7% | -23.5% |
| 30D | -34.0% | +7.9% | -41.9% | -33.7% |
| 3M | -21.9% | -11.4% | -10.5% | -21.9% |
| 6M | +24.6% | -16.6% | +41.1% | +24.2% |
| YTD | +31.7% | -16.4% | +48.0% | +31.1% |
| 1Y | -6.2% | +8.6% | -14.8% | -7.9% |
| All | -6.2% | +6.6% | -12.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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