+490.5%
DDOG vs LOW
+98.7%
+391.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +3.2% | -2.6% | +5.9% | +4.5% |
| 30D | -10.2% | -11.1% | +1.0% | -5.2% |
| 3M | -2.6% | -8.5% | +5.9% | +0.8% |
| 6M | +80.1% | -20.8% | +101.0% | +97.5% |
| YTD | +63.0% | -17.2% | +80.3% | +73.4% |
| 1Y | +59.4% | -24.7% | +84.1% | +77.3% |
| 3Y | +127.0% | -9.7% | +136.8% | +121.3% |
| 5Y | +61.7% | +6.0% | +55.7% | +44.5% |
| All | +490.5% | +98.7% | +391.7% | +266.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling