+391.0%
DDOG vs DT
+112.8%
+278.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.0% |
| 7D | -2.3% | -5.4% | +3.1% | +2.0% |
| 30D | -35.8% | -32.2% | -3.6% | -14.3% |
| 3M | -25.3% | -10.9% | -14.4% | -19.1% |
| 6M | -8.9% | +10.0% | -18.8% | -17.4% |
| YTD | +35.6% | +2.1% | +33.5% | +32.2% |
| 1Y | -6.8% | -5.5% | -1.3% | -3.8% |
| 3Y | +77.9% | -12.4% | +90.3% | +89.4% |
| 5Y | -3.1% | -39.7% | +36.6% | +30.1% |
| All | +391.0% | +112.8% | +278.2% | +200.3% |
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