+467.1%
DDOG vs M
+80.3%
+386.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.4% | -1.3% |
| 7D | -10.1% | +4.7% | -14.9% | -10.8% |
| 30D | -24.8% | -9.6% | -15.2% | -23.6% |
| 3M | -12.6% | +0.9% | -13.4% | -13.0% |
| 6M | +79.9% | +22.3% | +57.7% | +72.6% |
| YTD | +56.6% | +6.5% | +50.1% | +53.1% |
| 1Y | +61.6% | +38.8% | +22.8% | +50.2% |
| 3Y | +117.9% | +115.9% | +2.0% | +80.9% |
| 5Y | +54.2% | +28.6% | +25.6% | +39.1% |
| All | +467.1% | +80.3% | +386.8% | +475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling