+119.5%
DDOG vs PL
+403.1%
-283.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -10.1% | +2.6% | -6.3% |
| 7D | -34.3% | -20.5% | -13.8% | -32.4% |
| 30D | -37.2% | -38.8% | +1.5% | -33.7% |
| 3M | -38.3% | -49.1% | +10.8% | -33.9% |
| 6M | +19.8% | -69.4% | +89.2% | +32.9% |
| YTD | +28.4% | -42.3% | +70.7% | +28.8% |
| 1Y | +12.7% | -14.2% | +26.8% | +5.9% |
| All | +119.5% | +403.1% | -283.6% | +44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling