+92.2%
DDOG vs PL
+28.1%
+64.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.8% | +0.4% |
| 7D | -23.9% | -6.8% | -17.1% | -22.7% |
| 30D | -34.0% | -29.3% | -4.7% | -29.2% |
| 3M | -21.9% | -44.8% | +22.8% | -12.6% |
| 6M | +24.6% | -68.4% | +93.0% | +50.7% |
| YTD | +31.7% | -36.4% | +68.0% | +30.8% |
| 1Y | -6.2% | +0.7% | -6.9% | -18.1% |
| 3Y | +125.1% | +455.3% | -330.2% | -2.0% |
| 5Y | -3.5% | +22.7% | -26.2% | -41.5% |
| All | +92.2% | +28.1% | +64.2% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling