+50.6%
DDOG vs DLR
+35.6%
+15.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | -6.1% | +3.4% | -9.5% | -7.8% |
| 30D | -10.1% | -2.2% | -7.9% | -9.2% |
| 3M | -9.3% | +4.7% | -14.0% | -12.7% |
| 6M | +67.2% | +9.0% | +58.2% | +54.7% |
| YTD | +54.6% | +24.1% | +30.4% | +31.0% |
| 1Y | +54.1% | +20.9% | +33.1% | +32.1% |
| 3Y | +115.3% | +60.0% | +55.2% | +43.7% |
| 5Y | +50.6% | +35.3% | +15.3% | +13.5% |
| All | +50.6% | +35.6% | +15.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling