+50.6%
DDOG vs DRI
+70.3%
-19.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.4% |
| 7D | -6.1% | -1.2% | -4.9% | -5.6% |
| 30D | -10.1% | -0.4% | -9.7% | -10.5% |
| 3M | -9.3% | +9.5% | -18.8% | -14.3% |
| 6M | +67.2% | +6.5% | +60.7% | +58.8% |
| YTD | +54.6% | +18.4% | +36.2% | +35.1% |
| 1Y | +54.1% | +4.2% | +49.9% | +44.8% |
| 3Y | +115.3% | +57.1% | +58.2% | +40.7% |
| 5Y | +50.6% | +70.4% | -19.8% | -14.4% |
| All | +50.6% | +70.3% | -19.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling