+79.2%
DDOG vs DRI
+70.6%
+8.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.4% |
| 7D | -16.9% | +3.1% | -20.0% | -16.7% |
| 30D | -38.8% | +16.2% | -55.0% | -38.7% |
| 3M | -23.2% | +8.4% | -31.6% | -23.1% |
| 6M | -10.3% | +19.0% | -29.3% | -10.9% |
| YTD | +32.1% | +28.8% | +3.3% | +27.4% |
| 1Y | -6.1% | +33.1% | -39.2% | -10.3% |
| 3Y | +79.2% | +70.8% | +8.4% | +56.8% |
| All | +79.2% | +70.6% | +8.6% | +56.8% |
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