-8.6%
DDOG vs DT
-42.7%
+34.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.8% |
| 7D | -16.9% | -20.2% | +3.4% | -0.3% |
| 30D | -38.8% | -30.8% | -8.0% | -15.9% |
| 3M | -23.2% | -10.2% | -13.0% | -16.5% |
| 6M | -10.3% | +8.0% | -18.3% | -19.6% |
| YTD | +32.1% | +1.5% | +30.6% | +27.2% |
| 1Y | -6.1% | -6.9% | +0.8% | -2.4% |
| 3Y | +79.2% | -10.9% | +90.1% | +84.7% |
| 5Y | -8.6% | -42.2% | +33.6% | +38.6% |
| All | -8.6% | -42.7% | +34.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling