+120.2%
DDOG vs DRI
+60.6%
+59.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -10.1% | +0.6% | -10.7% | -10.2% |
| 30D | -24.8% | +3.8% | -28.6% | -25.1% |
| 3M | -12.6% | +13.0% | -25.6% | -13.6% |
| 6M | +79.9% | +8.3% | +71.6% | +78.3% |
| YTD | +56.6% | +20.6% | +36.0% | +50.2% |
| 1Y | +61.6% | +6.5% | +55.1% | +60.3% |
| All | +120.2% | +60.6% | +59.7% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling