+115.3%
DDOG vs DLR
+57.6%
+57.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -6.1% | +3.4% | -9.5% | -7.0% |
| 30D | -10.1% | -2.2% | -7.9% | -9.6% |
| 3M | -9.3% | +4.7% | -14.0% | -11.0% |
| 6M | +67.2% | +9.0% | +58.2% | +59.4% |
| YTD | +54.6% | +24.1% | +30.4% | +39.1% |
| 1Y | +54.1% | +20.9% | +33.1% | +40.0% |
| 3Y | +115.3% | +60.0% | +55.2% | +80.0% |
| All | +115.3% | +57.6% | +57.7% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling