+467.1%
DDOG vs DVA
+199.7%
+267.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.0% |
| 7D | -10.1% | +1.8% | -12.0% | -10.3% |
| 30D | -24.8% | -2.5% | -22.3% | -24.5% |
| 3M | -12.6% | -4.3% | -8.3% | -12.3% |
| 6M | +79.9% | +18.9% | +61.1% | +75.4% |
| YTD | +56.6% | +61.9% | -5.4% | +45.1% |
| 1Y | +61.6% | +35.7% | +25.9% | +54.0% |
| 3Y | +117.9% | +78.6% | +39.2% | +92.2% |
| 5Y | +54.2% | +39.2% | +15.0% | +39.7% |
| All | +467.1% | +199.7% | +267.4% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling