-1.0%
DDOG vs LEN
-30.4%
+29.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -5.8% | +8.6% | +1.5% |
| 30D | -31.6% | +13.7% | -45.3% | -30.3% |
| 3M | -27.0% | -3.9% | -23.1% | -27.1% |
| 6M | -10.3% | -0.4% | -9.9% | -9.3% |
| YTD | +35.4% | -16.8% | +52.3% | +32.9% |
| 1Y | -1.0% | -29.5% | +28.5% | -2.6% |
| All | -1.0% | -30.4% | +29.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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