+115.3%
DDOG vs DT
+3.8%
+111.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | +1.2% |
| 7D | -6.1% | -4.9% | -1.2% | -2.2% |
| 30D | -10.1% | +2.7% | -12.8% | -11.8% |
| 3M | -9.3% | +20.0% | -29.2% | -21.9% |
| 6M | +67.2% | +28.0% | +39.2% | +36.0% |
| YTD | +54.6% | +16.0% | +38.6% | +36.2% |
| 1Y | +54.1% | +0.7% | +53.4% | +49.5% |
| 3Y | +115.3% | +6.2% | +109.1% | +85.5% |
| All | +115.3% | +3.8% | +111.4% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling