-5.9%
DDOG vs DECK
+25.8%
-31.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -5.9% | -6.9% |
| 7D | -34.3% | +6.0% | -40.3% | -36.1% |
| 30D | -37.2% | +7.4% | -44.7% | -39.5% |
| 3M | -38.3% | -11.7% | -26.7% | -35.8% |
| 6M | +19.8% | -11.0% | +30.8% | +22.4% |
| YTD | +28.4% | -15.4% | +43.8% | +30.8% |
| 1Y | +12.7% | +7.2% | +5.4% | +1.8% |
| 3Y | +112.8% | -11.8% | +124.7% | +66.3% |
| 5Y | -5.9% | +24.3% | -30.2% | -45.2% |
| All | -5.9% | +25.8% | -31.7% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling