+375.1%
DDOG vs IR
+185.6%
+189.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -19.1% | +1.5% | -20.6% | -19.5% |
| 30D | -39.2% | +9.0% | -48.2% | -41.3% |
| 3M | -31.6% | -0.9% | -30.7% | -31.5% |
| 6M | -10.9% | +13.4% | -24.3% | -16.0% |
| YTD | +31.2% | +8.5% | +22.7% | +22.1% |
| 1Y | -10.7% | +11.3% | -21.9% | -18.1% |
| 3Y | +72.1% | +26.0% | +46.1% | +46.7% |
| 5Y | -5.5% | +47.9% | -53.4% | -27.1% |
| All | +375.1% | +185.6% | +189.5% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling