-10.1%
DDOG vs M
+25.7%
-35.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | +1.4% |
| 7D | -16.9% | +2.5% | -19.4% | -16.2% |
| 30D | -38.8% | +10.1% | -48.8% | -37.7% |
| 3M | -23.2% | -0.9% | -22.3% | -22.5% |
| 6M | -10.3% | +30.2% | -40.4% | -6.4% |
| YTD | +32.1% | +16.3% | +15.8% | +36.4% |
| All | -10.1% | +25.7% | -35.7% | -8.6% |
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