+61.9%
DDOG vs DLR
+16.8%
+45.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | +7.7% | +2.9% | +4.8% | +7.7% |
| 30D | -13.6% | -1.2% | -12.5% | -13.6% |
| 3M | -0.9% | +2.9% | -3.8% | -0.8% |
| 6M | +75.2% | +6.7% | +68.6% | +68.2% |
| YTD | +65.7% | +23.9% | +41.8% | +48.4% |
| All | +61.9% | +16.8% | +45.1% | +54.9% |
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