+489.1%
DDOG vs DTE
+48.1%
+441.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | +3.9% | -2.6% | +6.5% | +4.4% |
| 30D | -8.2% | -4.4% | -3.8% | -7.4% |
| 3M | -5.6% | -8.3% | +2.8% | -4.2% |
| 6M | +73.5% | -8.1% | +81.6% | +75.3% |
| YTD | +62.7% | +4.4% | +58.2% | +59.3% |
| 1Y | +59.0% | +0.2% | +58.8% | +57.1% |
| 3Y | +117.1% | +42.6% | +74.5% | +91.9% |
| 5Y | +61.3% | +31.5% | +29.8% | +45.2% |
| All | +489.1% | +48.1% | +441.0% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling