+19.8%
DDOG vs P
+19.7%
+0.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.0% | -9.4% | -13.0% |
| 7D | -32.2% | -19.4% | -12.9% | -28.0% |
| 30D | -31.7% | -22.3% | -9.4% | -26.9% |
| 3M | -34.5% | +33.2% | -67.7% | -38.1% |
| 6M | +28.7% | +53.6% | -25.0% | +16.1% |
| YTD | +38.8% | +66.8% | -28.0% | +22.7% |
| 1Y | +19.8% | +17.5% | +2.3% | +6.1% |
| All | +19.8% | +19.7% | +0.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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