+76.9%
DDOG vs LOW
+25.2%
+51.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | +5.6% | +0.1% | +5.6% | +5.7% |
| 30D | -34.9% | +21.3% | -56.2% | -35.1% |
| 3M | -23.4% | +6.0% | -29.4% | -22.8% |
| 6M | -7.7% | +2.6% | -10.3% | -6.7% |
| YTD | +35.6% | -3.6% | +39.2% | +37.9% |
| 1Y | -3.4% | -1.0% | -2.4% | -2.6% |
| All | +76.9% | +25.2% | +51.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling