+467.1%
DDOG vs GAP
+57.4%
+409.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -10.1% | -4.5% | -5.7% | -9.6% |
| 30D | -24.8% | +9.0% | -33.8% | -25.8% |
| 3M | -12.6% | +5.0% | -17.6% | -13.5% |
| 6M | +79.9% | -17.8% | +97.8% | +82.7% |
| YTD | +56.6% | -10.4% | +67.0% | +56.6% |
| 1Y | +61.6% | -3.4% | +65.0% | +58.9% |
| 3Y | +117.9% | +111.5% | +6.4% | +77.5% |
| 5Y | +54.2% | +8.8% | +45.4% | +29.6% |
| All | +467.1% | +57.4% | +409.7% | +379.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling