+60.4%
DDOG vs DT
+1.4%
+59.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.5% |
| 3M | -0.9% | +24.1% | -25.0% | -16.8% |
| 6M | +75.2% | +30.1% | +45.1% | +41.1% |
| YTD | +65.7% | +16.8% | +48.9% | +38.7% |
| 1Y | +60.4% | -0.1% | +60.5% | +39.3% |
| All | +60.4% | +1.4% | +59.0% | +39.3% |
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 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