+459.9%
DDOG vs IR
+149.8%
+310.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.6% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | -10.1% | -13.6% | +3.5% | -4.8% |
| 3M | -9.3% | +3.7% | -12.9% | -11.1% |
| 6M | +67.2% | -13.1% | +80.2% | +73.6% |
| YTD | +54.6% | -5.1% | +59.7% | +52.1% |
| 1Y | +54.1% | -6.5% | +60.5% | +51.8% |
| 3Y | +115.3% | +8.5% | +106.8% | +95.0% |
| 5Y | +50.6% | +43.3% | +7.3% | +20.4% |
| All | +459.9% | +149.8% | +310.1% | +259.6% |
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