-1.0%
DDOG vs GEN
+14.8%
-15.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.1% |
| 7D | +2.9% | +2.0% | +0.8% | +2.0% |
| 30D | -31.6% | +27.7% | -59.4% | -40.2% |
| 3M | -27.0% | +3.3% | -30.3% | -27.2% |
| 6M | -10.3% | +31.8% | -42.1% | -27.0% |
| YTD | +35.4% | +13.5% | +21.9% | +7.0% |
| 1Y | -1.0% | +16.0% | -17.0% | -22.0% |
| All | -1.0% | +14.8% | -15.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling