+467.1%
DDOG vs PM
+263.3%
+203.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.5% |
| 7D | -10.1% | -4.9% | -5.3% | -9.4% |
| 30D | -24.8% | -3.4% | -21.4% | -24.5% |
| 3M | -12.6% | +5.2% | -17.8% | -13.8% |
| 6M | +79.9% | +3.7% | +76.2% | +77.1% |
| YTD | +56.6% | +15.8% | +40.8% | +49.9% |
| 1Y | +61.6% | +17.4% | +44.2% | +53.8% |
| 3Y | +117.9% | +116.9% | +0.9% | +69.3% |
| 5Y | +54.2% | +117.3% | -63.1% | +18.0% |
| All | +467.1% | +263.3% | +203.8% | +240.1% |
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