+19.8%
DDOG vs M
+36.6%
-16.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +7.6% | -22.0% | -13.0% |
| 7D | -32.2% | +8.3% | -40.5% | -31.0% |
| 30D | -31.7% | +14.2% | -45.9% | -29.9% |
| 3M | -34.5% | -1.1% | -33.4% | -33.8% |
| 6M | +28.7% | +36.6% | -7.9% | +36.8% |
| YTD | +38.8% | +19.8% | +19.0% | +45.6% |
| 1Y | +19.8% | +37.2% | -17.4% | +29.0% |
| All | +19.8% | +36.6% | -16.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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