+376.8%
DDOG vs PM
+297.2%
+79.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.8% |
| 7D | -23.9% | -5.2% | -18.7% | -23.3% |
| 30D | -34.0% | +2.7% | -36.7% | -34.4% |
| 3M | -21.9% | +6.1% | -28.0% | -22.9% |
| 6M | +24.6% | +18.0% | +6.6% | +20.0% |
| YTD | +31.7% | +26.6% | +5.1% | +24.1% |
| 1Y | -6.2% | +36.7% | -42.9% | -13.3% |
| 3Y | +125.1% | +146.0% | -20.9% | +70.0% |
| 5Y | -3.5% | +164.1% | -167.6% | -30.1% |
| All | +376.8% | +297.2% | +79.6% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling