+499.9%
DDOG vs DT
+143.4%
+356.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.5% | +6.7% |
| 7D | +7.7% | -0.5% | +8.2% | +8.1% |
| 30D | -13.6% | +0.1% | -13.7% | -13.6% |
| 3M | -0.9% | +24.1% | -25.0% | -16.2% |
| 6M | +75.2% | +30.1% | +45.1% | +42.4% |
| YTD | +65.7% | +16.8% | +48.9% | +47.1% |
| 1Y | +60.4% | -0.1% | +60.5% | +58.4% |
| 3Y | +130.7% | +6.8% | +123.8% | +114.4% |
| 5Y | +59.9% | -28.4% | +88.2% | +90.7% |
| All | +499.9% | +143.4% | +356.5% | +234.2% |
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