-1.0%
DDOG vs PL
+12.6%
-13.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.1% |
| 7D | +2.9% | +10.0% | -7.2% | +2.1% |
| 30D | -31.6% | -2.3% | -29.4% | -31.6% |
| 3M | -27.0% | -44.2% | +17.2% | -26.5% |
| 6M | -10.3% | -66.1% | +55.8% | -9.7% |
| YTD | +35.4% | -30.0% | +65.4% | +28.6% |
| 1Y | -1.0% | +21.0% | -22.0% | -9.1% |
| All | -1.0% | +12.6% | -13.5% | -9.1% |
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