+19.8%
DDOG vs MAR
+62.0%
-42.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.0% | -16.5% | -14.2% |
| 7D | -32.2% | +7.7% | -39.9% | -31.7% |
| 30D | -31.7% | +19.4% | -51.1% | -30.9% |
| 3M | -34.5% | +23.3% | -57.8% | -33.7% |
| 6M | +28.7% | +22.8% | +5.8% | +27.7% |
| YTD | +38.8% | +37.8% | +1.0% | +36.6% |
| 1Y | +19.8% | +57.4% | -37.5% | +23.7% |
| All | +19.8% | +62.0% | -42.2% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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