+19.8%
DDOG vs PL
-0.6%
+20.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.4% | -8.1% | -14.1% |
| 7D | -32.2% | -11.7% | -20.5% | -31.8% |
| 30D | -31.7% | -27.1% | -4.6% | -31.3% |
| 3M | -34.5% | -44.6% | +10.1% | -34.1% |
| 6M | +28.7% | -67.2% | +95.8% | +28.6% |
| YTD | +38.8% | -35.9% | +74.6% | +37.2% |
| 1Y | +19.8% | -0.4% | +20.2% | +22.0% |
| All | +19.8% | -0.6% | +20.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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