+391.0%
DDOG vs P
+503.4%
-112.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.1% | +1.5% |
| 7D | -2.3% | -4.7% | +2.4% | -0.7% |
| 30D | -35.8% | -31.4% | -4.4% | -25.0% |
| 3M | -25.3% | -2.6% | -22.7% | -25.4% |
| 6M | -8.9% | +21.9% | -30.8% | -20.0% |
| YTD | +35.6% | +58.9% | -23.3% | +4.7% |
| 1Y | -6.8% | +21.7% | -28.6% | -21.9% |
| 3Y | +77.9% | +193.3% | -115.4% | -14.8% |
| 5Y | -3.1% | +275.1% | -278.3% | -58.9% |
| All | +391.0% | +503.4% | -112.4% | +54.1% |
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 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