+467.1%
DDOG vs PAAS
+245.3%
+221.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -10.1% | -2.9% | -7.3% | -9.7% |
| 30D | -24.8% | +6.8% | -31.6% | -26.0% |
| 3M | -12.6% | -2.9% | -9.7% | -12.8% |
| 6M | +79.9% | -16.4% | +96.4% | +83.5% |
| YTD | +56.6% | 0.0% | +56.6% | +52.6% |
| 1Y | +61.6% | +54.3% | +7.3% | +42.9% |
| 3Y | +117.9% | +230.7% | -112.8% | +56.6% |
| 5Y | +54.2% | +111.6% | -57.4% | +18.5% |
| All | +467.1% | +245.3% | +221.8% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling