+14.6%
DDOG vs IRE
-97.2%
+111.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +39.6% | -37.0% | +1.5% |
| 7D | -23.9% | -27.2% | +3.3% | -23.6% |
| 30D | -34.0% | -75.1% | +41.1% | -33.7% |
| 3M | -21.9% | -77.9% | +55.9% | -21.5% |
| 6M | +24.6% | -94.6% | +119.2% | +25.0% |
| YTD | +31.7% | -91.5% | +123.2% | +32.5% |
| 1Y | -6.2% | -97.8% | +91.7% | -14.5% |
| All | +14.6% | -97.2% | +111.8% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling