+79.2%
DDOG vs DLR
+53.1%
+26.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -0.7% |
| 7D | -16.9% | +2.4% | -19.2% | -17.5% |
| 30D | -38.8% | +0.7% | -39.5% | -38.8% |
| 3M | -23.2% | -6.4% | -16.8% | -21.9% |
| 6M | -10.3% | -6.5% | -3.7% | -9.0% |
| YTD | +32.1% | +18.8% | +13.3% | +19.7% |
| 1Y | -6.1% | +9.0% | -15.1% | -11.6% |
| 3Y | +79.2% | +54.5% | +24.7% | +40.5% |
| All | +79.2% | +53.1% | +26.1% | +40.5% |
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