-10.1%
DDOG vs IRE
-97.8%
+87.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | -16.9% | -15.5% | -1.4% | -16.6% |
| 30D | -38.8% | -70.4% | +31.6% | -37.4% |
| 3M | -23.2% | -81.6% | +58.4% | -21.4% |
| 6M | -10.3% | -94.7% | +84.4% | -6.9% |
| YTD | +32.1% | -91.8% | +123.8% | +29.1% |
| All | -10.1% | -97.8% | +87.7% | -8.7% |
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