-3.4%
DDOG vs ICE
+18.5%
-21.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | 0.0% |
| 7D | +5.6% | +2.2% | +3.4% | +5.8% |
| 30D | -34.9% | +13.7% | -48.6% | -35.3% |
| 3M | -23.4% | +17.9% | -41.4% | -24.6% |
| 6M | -7.7% | +15.0% | -22.7% | -6.9% |
| YTD | +35.6% | +10.9% | +24.7% | +37.4% |
| 1Y | -3.4% | +17.0% | -20.4% | -5.1% |
| All | -3.4% | +18.5% | -21.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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