-3.6%
DDOG vs DTE
+46.4%
-50.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.1% |
| 7D | +2.9% | +3.4% | -0.6% | +3.1% |
| 30D | -31.6% | +8.9% | -40.5% | -31.3% |
| 3M | -27.0% | +1.1% | -28.0% | -26.7% |
| 6M | -10.3% | +0.1% | -10.4% | -10.0% |
| YTD | +35.4% | +11.1% | +24.4% | +34.3% |
| 1Y | -1.0% | +4.9% | -5.9% | -1.3% |
| 3Y | +76.7% | +58.6% | +18.1% | +62.6% |
| All | -3.6% | +46.4% | -50.0% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling