+489.1%
DDOG vs MKTX
-48.9%
+538.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | -8.2% | +0.7% | -8.9% | -8.5% |
| 3M | -5.6% | +40.8% | -46.4% | -20.3% |
| 6M | +73.5% | -8.0% | +81.5% | +77.1% |
| YTD | +62.7% | -8.7% | +71.4% | +66.1% |
| 1Y | +59.0% | -11.8% | +70.8% | +64.3% |
| 3Y | +117.1% | -24.0% | +141.2% | +119.3% |
| 5Y | +61.3% | -60.3% | +121.6% | +132.8% |
| All | +489.1% | -48.9% | +538.0% | +578.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling