+15.0%
DDOG vs IRE
-97.3%
+112.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | -16.9% | -15.5% | -1.4% | -16.7% |
| 30D | -38.8% | -70.4% | +31.6% | -38.3% |
| 3M | -23.2% | -81.6% | +58.4% | -22.8% |
| 6M | -10.3% | -94.7% | +84.4% | -9.9% |
| YTD | +32.1% | -91.8% | +123.8% | +33.0% |
| 1Y | -6.1% | -97.6% | +91.5% | -13.1% |
| All | +15.0% | -97.3% | +112.3% | +10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling