+459.9%
DDOG vs MKTX
-48.8%
+508.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -6.1% | +0.4% | -6.5% | -6.2% |
| 30D | -10.1% | +1.0% | -11.1% | -10.5% |
| 3M | -9.3% | +41.3% | -50.5% | -23.5% |
| 6M | +67.2% | -11.3% | +78.5% | +73.5% |
| YTD | +54.6% | -8.6% | +63.1% | +57.7% |
| 1Y | +54.1% | -11.1% | +65.1% | +58.6% |
| 3Y | +115.3% | -24.5% | +139.8% | +118.4% |
| 5Y | +50.6% | -61.4% | +112.0% | +120.7% |
| All | +459.9% | -48.8% | +508.6% | +544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling