+390.4%
DDOG vs DG
-5.4%
+395.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -31.6% | +3.2% | -34.9% | -32.4% |
| 3M | -27.0% | +10.4% | -37.4% | -28.7% |
| 6M | -10.3% | +33.2% | -43.5% | -15.6% |
| YTD | +35.4% | +3.0% | +32.4% | +32.9% |
| 1Y | -1.0% | +31.2% | -32.2% | -7.7% |
| 3Y | +76.7% | +21.8% | +54.8% | +55.7% |
| 5Y | -4.6% | -35.0% | +30.4% | +11.9% |
| All | +390.4% | -5.4% | +395.9% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling