+499.9%
DDOG vs DLR
+90.0%
+409.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.3% |
| 7D | +7.7% | +2.9% | +4.8% | +6.3% |
| 30D | -13.6% | -1.2% | -12.5% | -13.2% |
| 3M | -0.9% | +2.9% | -3.8% | -3.1% |
| 6M | +75.2% | +6.7% | +68.6% | +66.7% |
| YTD | +65.7% | +23.9% | +41.8% | +45.7% |
| 1Y | +60.4% | +18.6% | +41.7% | +43.7% |
| 3Y | +130.7% | +59.7% | +71.0% | +73.2% |
| 5Y | +59.9% | +42.1% | +17.8% | +22.5% |
| All | +499.9% | +90.0% | +409.9% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling