+54.1%
DDOG vs DRI
+4.8%
+49.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -2.0% |
| 7D | -6.1% | -1.2% | -4.9% | -6.5% |
| 30D | -10.1% | -0.4% | -9.7% | -10.1% |
| 3M | -9.3% | +9.5% | -18.8% | -5.4% |
| 6M | +67.2% | +6.5% | +60.7% | +72.4% |
| YTD | +54.6% | +18.4% | +36.2% | +63.1% |
| 1Y | +54.1% | +4.2% | +49.9% | +67.0% |
| All | +54.1% | +4.8% | +49.2% | +67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling