+59.0%
DDOG vs DTE
+1.0%
+58.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -1.0% |
| 7D | +3.9% | -2.6% | +6.5% | +2.4% |
| 30D | -8.2% | -4.4% | -3.8% | -10.4% |
| 3M | -5.6% | -8.3% | +2.8% | -9.3% |
| 6M | +73.5% | -8.1% | +81.6% | +67.2% |
| YTD | +62.7% | +4.4% | +58.2% | +55.6% |
| 1Y | +59.0% | +0.2% | +58.8% | +55.0% |
| All | +59.0% | +1.0% | +58.0% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling