-10.3%
DDOG vs LOW
+3.4%
-13.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | +2.9% | +1.4% | +1.4% | +3.9% |
| 30D | -31.6% | +21.7% | -53.3% | -23.3% |
| 3M | -27.0% | +5.0% | -32.0% | -21.9% |
| 6M | -10.3% | +4.6% | -14.9% | -4.1% |
| All | -10.3% | +3.4% | -13.7% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling