+489.1%
DDOG vs DVA
+195.7%
+293.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.1% |
| 30D | -8.2% | 0.0% | -8.2% | -8.2% |
| 3M | -5.6% | -10.9% | +5.4% | -4.6% |
| 6M | +73.5% | +17.3% | +56.2% | +69.4% |
| YTD | +62.7% | +59.8% | +2.9% | +51.0% |
| 1Y | +59.0% | +36.3% | +22.7% | +51.3% |
| 3Y | +117.1% | +88.6% | +28.5% | +89.4% |
| 5Y | +61.3% | +47.5% | +13.7% | +44.4% |
| All | +489.1% | +195.7% | +293.4% | +334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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