+117.3%
DDOG vs P
+158.6%
-41.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.3% |
| 7D | -10.1% | +6.5% | -16.7% | -11.9% |
| 30D | -24.8% | +18.8% | -43.6% | -29.5% |
| 3M | -12.6% | +26.7% | -39.3% | -20.5% |
| 6M | +79.9% | +62.2% | +17.8% | +50.2% |
| YTD | +56.6% | +48.5% | +8.1% | +33.4% |
| 1Y | +61.6% | +26.4% | +35.2% | +39.8% |
| All | +117.3% | +158.6% | -41.3% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling