+402.6%
DDOG vs DECK
+284.3%
+118.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.0% | -20.4% | -16.5% |
| 7D | -32.2% | +10.4% | -42.6% | -34.9% |
| 30D | -31.7% | +11.1% | -42.8% | -34.8% |
| 3M | -34.5% | -10.8% | -23.7% | -32.3% |
| 6M | +28.7% | -8.7% | +37.4% | +30.1% |
| YTD | +38.8% | -14.0% | +52.8% | +40.6% |
| 1Y | +19.8% | +12.0% | +7.8% | +8.1% |
| 3Y | +130.0% | -10.5% | +140.5% | +101.6% |
| 5Y | +13.0% | +28.5% | -15.5% | -22.4% |
| All | +402.6% | +284.3% | +118.3% | +148.1% |
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