+76.7%
DDOG vs IR
+25.2%
+51.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.9% | +2.5% | +0.3% | +2.1% |
| 30D | -31.6% | +9.2% | -40.8% | -33.2% |
| 3M | -27.0% | +0.9% | -27.9% | -27.3% |
| 6M | -10.3% | +19.2% | -29.5% | -14.9% |
| YTD | +35.4% | +7.5% | +27.9% | +27.6% |
| 1Y | -1.0% | +11.7% | -12.7% | -8.8% |
| 3Y | +76.7% | +23.9% | +52.7% | +46.3% |
| All | +76.7% | +25.2% | +51.5% | +46.3% |
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