+467.1%
DDOG vs DT
+149.6%
+317.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +0.4% |
| 7D | -10.1% | -3.3% | -6.9% | -7.7% |
| 30D | -24.8% | +2.0% | -26.8% | -25.3% |
| 3M | -12.6% | +20.0% | -32.6% | -24.2% |
| 6M | +79.9% | +39.3% | +40.7% | +38.8% |
| YTD | +56.6% | +19.8% | +36.8% | +36.4% |
| 1Y | +61.6% | +4.3% | +57.3% | +54.5% |
| 3Y | +117.9% | +7.7% | +110.2% | +101.1% |
| 5Y | +54.2% | -26.8% | +81.1% | +80.8% |
| All | +467.1% | +149.6% | +317.4% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling