+115.3%
DDOG vs DG
+10.3%
+104.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -1.4% |
| 7D | -6.1% | -2.5% | -3.6% | -6.2% |
| 30D | -10.1% | +1.0% | -11.1% | -10.1% |
| 3M | -9.3% | +20.3% | -29.6% | -8.5% |
| 6M | +67.2% | -11.7% | +78.9% | +65.7% |
| YTD | +54.6% | -2.3% | +56.9% | +54.3% |
| 1Y | +54.1% | +20.0% | +34.1% | +56.5% |
| 3Y | +115.3% | +7.2% | +108.0% | +117.8% |
| All | +115.3% | +10.3% | +104.9% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling