+390.4%
DDOG vs DT
+115.5%
+275.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | 0.0% |
| 7D | +2.9% | +3.1% | -0.3% | +0.5% |
| 30D | -31.6% | -29.5% | -2.1% | -11.4% |
| 3M | -27.0% | -11.7% | -15.3% | -20.5% |
| 6M | -10.3% | +29.0% | -39.3% | -27.3% |
| YTD | +35.4% | +3.4% | +32.1% | +30.7% |
| 1Y | -1.0% | -4.2% | +3.3% | +1.2% |
| 3Y | +76.7% | -12.8% | +89.5% | +88.8% |
| 5Y | -4.6% | -39.6% | +35.0% | +27.7% |
| All | +390.4% | +115.5% | +275.0% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling