+19.8%
DDOG vs IRE
-97.6%
+117.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -23.2% | +8.8% | -13.9% |
| 7D | -32.2% | -46.8% | +14.6% | -31.7% |
| 30D | -31.7% | -75.5% | +43.8% | -31.4% |
| 3M | -34.5% | -79.4% | +44.9% | -34.2% |
| 6M | +28.7% | -91.3% | +119.9% | +28.5% |
| YTD | +38.8% | -90.8% | +129.6% | +40.8% |
| 1Y | +19.8% | -97.7% | +117.5% | +10.9% |
| All | +19.8% | -97.6% | +117.4% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling