+376.8%
DDOG vs M
+82.0%
+294.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +3.3% |
| 7D | -23.9% | -4.3% | -19.6% | -23.6% |
| 30D | -34.0% | +1.3% | -35.3% | -34.4% |
| 3M | -21.9% | -7.4% | -14.5% | -21.4% |
| 6M | +24.6% | +18.3% | +6.2% | +19.7% |
| YTD | +31.7% | +7.6% | +24.1% | +27.9% |
| 1Y | -6.2% | +17.4% | -23.6% | -10.4% |
| 3Y | +125.1% | +108.4% | +16.7% | +87.2% |
| 5Y | -3.5% | -10.6% | +7.1% | -12.3% |
| All | +376.8% | +82.0% | +294.8% | +380.8% |
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