+121.1%
DDOG vs ICE
+40.8%
+80.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.4% |
| 7D | +7.7% | -0.9% | +8.5% | +8.0% |
| 30D | -13.6% | +4.0% | -17.6% | -14.9% |
| 3M | -0.9% | +11.0% | -11.9% | -4.7% |
| 6M | +75.2% | -5.0% | +80.2% | +79.7% |
| YTD | +65.7% | -2.7% | +68.4% | +67.3% |
| 1Y | +60.4% | -8.6% | +69.0% | +66.4% |
| All | +121.1% | +40.8% | +80.3% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling