+125.1%
DDOG vs O
+37.3%
+87.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.2% |
| 7D | -23.9% | +3.7% | -27.6% | -22.5% |
| 30D | -34.0% | +11.2% | -45.2% | -30.9% |
| 3M | -21.9% | -4.0% | -17.9% | -22.2% |
| 6M | +24.6% | -5.2% | +29.8% | +24.4% |
| YTD | +31.7% | +9.5% | +22.2% | +32.7% |
| 1Y | -6.2% | +10.6% | -16.8% | -5.5% |
| 3Y | +125.1% | +38.1% | +87.0% | +117.0% |
| All | +125.1% | +37.3% | +87.8% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 3y: compounded portfolio wealth divided by compounded O 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…
3y analysis · Full analysis span regression · 6 months rolling