+125.1%
DDOG vs IR
+27.4%
+97.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.2% |
| 7D | -23.9% | +3.7% | -27.6% | -24.6% |
| 30D | -34.0% | +7.4% | -41.5% | -35.3% |
| 3M | -21.9% | -5.9% | -16.0% | -20.6% |
| 6M | +24.6% | +5.6% | +19.0% | +22.2% |
| YTD | +31.7% | +4.8% | +26.8% | +24.7% |
| 1Y | -6.2% | +6.9% | -13.1% | -12.4% |
| 3Y | +125.1% | +27.6% | +97.5% | +49.1% |
| All | +125.1% | +27.4% | +97.7% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling