+467.1%
DDOG vs DLR
+89.3%
+377.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -10.1% | +1.6% | -11.7% | -10.7% |
| 30D | -24.8% | -3.4% | -21.4% | -23.6% |
| 3M | -12.6% | +0.5% | -13.1% | -13.6% |
| 6M | +79.9% | +4.6% | +75.4% | +72.8% |
| YTD | +56.6% | +23.4% | +33.2% | +38.0% |
| 1Y | +61.6% | +19.0% | +42.5% | +44.6% |
| 3Y | +117.9% | +56.5% | +61.3% | +65.2% |
| 5Y | +54.2% | +33.3% | +20.9% | +20.1% |
| All | +467.1% | +89.3% | +377.7% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling