+76.9%
DDOG vs GAP
+72.0%
+4.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +5.6% | -5.2% | +10.8% | +6.0% |
| 30D | -34.9% | -6.9% | -28.0% | -34.6% |
| 3M | -23.4% | +5.7% | -29.1% | -24.0% |
| 6M | -7.7% | +0.9% | -8.7% | -8.7% |
| YTD | +35.6% | -14.5% | +50.1% | +35.8% |
| 1Y | -3.4% | -12.1% | +8.7% | -3.7% |
| All | +76.9% | +72.0% | +4.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling