+19.8%
DDOG vs LOW
-0.5%
+20.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.5% | -21.9% | -10.7% |
| 7D | -32.2% | +15.6% | -47.8% | -27.2% |
| 30D | -31.7% | +28.6% | -60.3% | -24.5% |
| 3M | -34.5% | +5.8% | -40.4% | -31.2% |
| 6M | +28.7% | +3.8% | +24.8% | +34.9% |
| YTD | +38.8% | -2.8% | +41.6% | +51.5% |
| 1Y | +19.8% | -1.4% | +21.2% | +31.5% |
| All | +19.8% | -0.5% | +20.3% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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