+76.9%
DDOG vs IYR
+41.6%
+35.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +5.6% | -0.1% | +5.8% | +5.7% |
| 30D | -34.9% | +5.7% | -40.6% | -36.0% |
| 3M | -23.4% | -0.6% | -22.8% | -23.3% |
| 6M | -7.7% | +0.5% | -8.3% | -8.1% |
| YTD | +35.6% | +10.4% | +25.2% | +28.8% |
| 1Y | -3.4% | +9.2% | -12.6% | -7.8% |
| All | +76.9% | +41.6% | +35.4% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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