-6.8%
DDOG vs DT
-4.9%
-1.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +1.9% |
| 7D | -2.3% | -5.4% | +3.1% | +2.4% |
| 30D | -35.8% | -32.2% | -3.6% | -10.9% |
| 3M | -25.3% | -10.9% | -14.4% | -18.8% |
| 6M | -8.9% | +10.0% | -18.8% | -18.7% |
| YTD | +35.6% | +2.1% | +33.5% | +28.4% |
| 1Y | -6.8% | -5.5% | -1.3% | -6.9% |
| All | -6.8% | -4.9% | -1.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling