+119.5%
DDOG vs PR
+61.1%
+58.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.9% | -2.6% | -6.5% |
| 7D | -34.3% | -16.5% | -17.8% | -31.9% |
| 30D | -37.2% | -4.5% | -32.7% | -36.4% |
| 3M | -38.3% | +8.5% | -46.9% | -39.2% |
| 6M | +19.8% | -3.3% | +23.1% | +20.6% |
| YTD | +28.4% | +55.7% | -27.3% | +12.5% |
| 1Y | +12.7% | +82.0% | -69.4% | -6.1% |
| All | +119.5% | +61.1% | +58.3% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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