+19.8%
DDOG vs DLR
+11.0%
+8.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.6% | -17.0% | -14.4% |
| 7D | -32.2% | +2.8% | -35.1% | -32.2% |
| 30D | -31.7% | +2.8% | -34.5% | -31.7% |
| 3M | -34.5% | -4.0% | -30.5% | -34.8% |
| 6M | +28.7% | -5.6% | +34.3% | +28.4% |
| YTD | +38.8% | +21.9% | +16.8% | +21.1% |
| 1Y | +19.8% | +13.0% | +6.8% | +15.3% |
| All | +19.8% | +11.0% | +8.9% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling