-3.6%
DDOG vs M
-3.3%
-0.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +2.9% | +7.0% | -4.2% | +0.9% |
| 30D | -31.6% | +8.9% | -40.5% | -33.7% |
| 3M | -27.0% | +4.5% | -31.5% | -28.7% |
| 6M | -10.3% | +36.2% | -46.5% | -19.6% |
| YTD | +35.4% | +15.1% | +20.3% | +25.9% |
| 1Y | -1.0% | +27.4% | -28.4% | -11.3% |
| 3Y | +76.7% | +160.1% | -83.5% | +9.9% |
| All | -3.6% | -3.3% | -0.3% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling