-3.4%
DDOG vs MAR
+46.9%
-50.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +5.6% | +1.8% | +3.9% | +5.8% |
| 30D | -34.9% | +14.3% | -49.2% | -34.5% |
| 3M | -23.4% | +20.0% | -43.4% | -23.2% |
| 6M | -7.7% | +21.7% | -29.5% | -8.8% |
| YTD | +35.6% | +37.7% | -2.1% | +28.8% |
| 1Y | -3.4% | +46.8% | -50.2% | -8.9% |
| All | -3.4% | +46.9% | -50.3% | -8.9% |
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