+467.1%
DDOG vs DRI
+117.0%
+350.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -10.1% | +0.6% | -10.7% | -10.3% |
| 30D | -24.8% | +3.8% | -28.6% | -25.7% |
| 3M | -12.6% | +13.0% | -25.6% | -15.7% |
| 6M | +79.9% | +8.3% | +71.6% | +74.7% |
| YTD | +56.6% | +20.6% | +36.0% | +46.5% |
| 1Y | +61.6% | +6.5% | +55.1% | +56.0% |
| 3Y | +117.9% | +53.7% | +64.2% | +87.5% |
| 5Y | +54.2% | +72.7% | -18.4% | +28.0% |
| All | +467.1% | +117.0% | +350.1% | +513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling