+459.9%
DDOG vs PM
+267.7%
+192.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -10.1% | -2.6% | -7.6% | -9.9% |
| 3M | -9.3% | +5.8% | -15.1% | -10.5% |
| 6M | +67.2% | +10.6% | +56.6% | +62.5% |
| YTD | +54.6% | +17.2% | +37.4% | +47.8% |
| 1Y | +54.1% | +17.6% | +36.4% | +46.7% |
| 3Y | +115.3% | +124.3% | -9.0% | +65.8% |
| 5Y | +50.6% | +125.1% | -74.4% | +14.0% |
| All | +459.9% | +267.7% | +192.2% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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