+499.9%
DDOG vs DRI
+109.5%
+390.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.6% | +8.8% | +7.6% |
| 7D | +7.7% | -4.8% | +12.5% | +8.9% |
| 30D | -13.6% | -3.9% | -9.7% | -13.1% |
| 3M | -0.9% | +5.1% | -6.0% | -2.7% |
| 6M | +75.2% | +5.5% | +69.7% | +71.2% |
| YTD | +65.7% | +16.5% | +49.2% | +56.3% |
| 1Y | +60.4% | +2.0% | +58.4% | +56.5% |
| 3Y | +130.7% | +54.5% | +76.2% | +97.9% |
| 5Y | +59.9% | +66.6% | -6.7% | +33.8% |
| All | +499.9% | +109.5% | +390.4% | +554.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling