+467.1%
DDOG vs IR
+154.0%
+313.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.4% |
| 7D | -10.1% | -2.8% | -7.3% | -9.1% |
| 30D | -24.8% | -15.1% | -9.7% | -19.7% |
| 3M | -12.6% | +6.1% | -18.7% | -15.1% |
| 6M | +79.9% | -16.8% | +96.8% | +90.5% |
| YTD | +56.6% | -3.5% | +60.1% | +53.0% |
| 1Y | +61.6% | -3.5% | +65.1% | +57.0% |
| 3Y | +117.9% | +9.5% | +108.4% | +96.7% |
| 5Y | +54.2% | +45.1% | +9.1% | +22.6% |
| All | +467.1% | +154.0% | +313.1% | +261.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling