+120.2%
DDOG vs PM
+120.4%
-0.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -1.0% |
| 7D | -10.1% | -4.9% | -5.3% | -10.6% |
| 30D | -24.8% | -3.4% | -21.4% | -25.0% |
| 3M | -12.6% | +5.2% | -17.8% | -12.3% |
| 6M | +79.9% | +3.7% | +76.2% | +80.6% |
| YTD | +56.6% | +15.8% | +40.8% | +56.9% |
| 1Y | +61.6% | +17.4% | +44.2% | +61.7% |
| All | +120.2% | +120.4% | -0.1% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling