+64.3%
DDOG vs DTE
+32.9%
+31.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.1% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | -13.6% | -0.5% | -13.1% | -13.6% |
| 3M | -0.9% | -6.0% | +5.1% | -0.9% |
| 6M | +75.2% | -7.2% | +82.4% | +75.3% |
| YTD | +65.7% | +7.2% | +58.5% | +63.3% |
| 1Y | +60.4% | +4.1% | +56.3% | +58.6% |
| 3Y | +130.7% | +46.9% | +83.8% | +112.8% |
| All | +64.3% | +32.9% | +31.3% | +69.5% |
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