-10.1%
DDOG vs PL
+8.6%
-18.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.5% | -14.2% | -0.7% |
| 7D | -16.9% | +10.9% | -27.8% | -17.5% |
| 30D | -38.8% | -16.4% | -22.4% | -38.6% |
| 3M | -23.2% | -39.9% | +16.7% | -22.7% |
| 6M | -10.3% | -63.2% | +52.9% | -9.5% |
| YTD | +32.1% | -27.1% | +59.2% | +25.2% |
| All | -10.1% | +8.6% | -18.7% | -16.8% |
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