+375.1%
DDOG vs DG
-3.2%
+378.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.7% |
| 7D | -19.1% | +5.2% | -24.3% | -19.9% |
| 30D | -39.2% | +7.9% | -47.1% | -40.3% |
| 3M | -31.6% | +12.7% | -44.3% | -33.4% |
| 6M | -10.9% | +22.4% | -33.3% | -14.8% |
| YTD | +31.2% | +5.4% | +25.8% | +28.3% |
| 1Y | -10.7% | +39.4% | -50.1% | -17.7% |
| 3Y | +72.1% | +24.1% | +48.0% | +51.6% |
| 5Y | -5.5% | -32.2% | +26.7% | +9.2% |
| All | +375.1% | -3.2% | +378.3% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling