+18.0%
DDOG vs IRE
-97.5%
+115.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +12.1% | -8.8% | +3.0% |
| 7D | -2.3% | -15.1% | +12.8% | -2.2% |
| 30D | -35.8% | -71.4% | +35.5% | -35.3% |
| 3M | -25.3% | -81.2% | +55.9% | -24.8% |
| 6M | -8.9% | -93.7% | +84.9% | -8.3% |
| YTD | +35.6% | -92.2% | +127.8% | +36.6% |
| 1Y | -6.8% | -97.3% | +90.4% | -12.1% |
| All | +18.0% | -97.5% | +115.5% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling