-8.9%
DDOG vs DT
+9.6%
-18.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.3% |
| 7D | -2.3% | -5.4% | +3.1% | +1.1% |
| 30D | -35.8% | -32.2% | -3.6% | -18.4% |
| 3M | -25.3% | -10.9% | -14.4% | -19.1% |
| 6M | -8.9% | +10.0% | -18.8% | -9.8% |
| All | -8.9% | +9.6% | -18.5% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling