+467.1%
DDOG vs GM
+144.9%
+322.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -10.1% | +1.9% | -12.1% | -10.6% |
| 30D | -24.8% | -1.4% | -23.4% | -24.4% |
| 3M | -12.6% | +5.9% | -18.5% | -14.2% |
| 6M | +79.9% | +12.4% | +67.6% | +72.4% |
| YTD | +56.6% | +8.6% | +47.9% | +51.1% |
| 1Y | +61.6% | +52.6% | +9.0% | +39.4% |
| 3Y | +117.9% | +169.7% | -51.8% | +50.4% |
| 5Y | +54.2% | +87.5% | -33.3% | +15.6% |
| All | +467.1% | +144.9% | +322.2% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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