+467.1%
DDOG vs DECK
+270.1%
+197.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.4% |
| 7D | -10.1% | -2.2% | -7.9% | -9.4% |
| 30D | -24.8% | -13.6% | -11.2% | -20.7% |
| 3M | -12.6% | -21.2% | +8.7% | -5.2% |
| 6M | +79.9% | -21.1% | +101.0% | +92.3% |
| YTD | +56.6% | -17.2% | +73.8% | +62.2% |
| 1Y | +61.6% | -30.7% | +92.3% | +77.3% |
| 3Y | +117.9% | -3.4% | +121.2% | +83.0% |
| 5Y | +54.2% | +25.5% | +28.7% | +7.3% |
| All | +467.1% | +270.1% | +197.0% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling