+378.3%
DDOG vs P
+482.7%
-104.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -2.3% |
| 7D | -16.9% | -9.6% | -7.3% | -13.4% |
| 30D | -38.8% | -33.4% | -5.3% | -27.5% |
| 3M | -23.2% | +14.2% | -37.4% | -28.6% |
| 6M | -10.3% | +31.6% | -41.8% | -24.1% |
| YTD | +32.1% | +53.5% | -21.4% | +3.5% |
| 1Y | -6.1% | +14.2% | -20.3% | -19.1% |
| 3Y | +79.2% | +190.5% | -111.3% | -14.1% |
| 5Y | -8.6% | +256.3% | -265.0% | -60.4% |
| All | +378.3% | +482.7% | -104.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling