+24.6%
DDOG vs IR
+6.3%
+18.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.5% |
| 7D | -23.9% | +3.7% | -27.6% | -23.6% |
| 30D | -34.0% | +7.4% | -41.5% | -33.5% |
| 3M | -21.9% | -5.9% | -16.0% | -23.3% |
| 6M | +24.6% | +5.6% | +19.0% | +27.5% |
| All | +24.6% | +6.3% | +18.3% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling