+467.1%
DDOG vs DG
-6.5%
+473.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | -10.1% | +8.4% | -18.5% | -11.5% |
| 30D | -24.8% | +4.9% | -29.7% | -25.5% |
| 3M | -12.6% | +29.3% | -41.9% | -16.8% |
| 6M | +79.9% | -11.3% | +91.2% | +82.9% |
| YTD | +56.6% | +1.8% | +54.8% | +54.9% |
| 1Y | +61.6% | +25.3% | +36.2% | +52.4% |
| 3Y | +117.9% | +9.1% | +108.8% | +102.3% |
| 5Y | +54.2% | -34.9% | +89.1% | +80.7% |
| All | +467.1% | -6.5% | +473.6% | +349.0% |
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