-10.1%
DDOG vs P
+10.7%
-20.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.0% | -1.6% |
| 7D | -16.9% | -9.6% | -7.3% | -14.3% |
| 30D | -38.8% | -33.4% | -5.3% | -31.5% |
| 3M | -23.2% | +14.2% | -37.4% | -25.0% |
| 6M | -10.3% | +31.6% | -41.8% | -17.0% |
| YTD | +32.1% | +53.5% | -21.4% | +16.7% |
| All | -10.1% | +10.7% | -20.7% | -19.3% |
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 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