-4.4%
DDOG vs PR
+269.8%
-274.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | +5.6% | +6.7% | -1.1% | +4.2% |
| 30D | -34.9% | -6.1% | -28.8% | -33.9% |
| 3M | -23.4% | +6.9% | -30.3% | -24.5% |
| 6M | -7.7% | +14.6% | -22.3% | -10.8% |
| YTD | +35.6% | +66.1% | -30.5% | +18.7% |
| 1Y | -3.4% | +77.0% | -80.4% | -16.8% |
| 3Y | +78.0% | +93.8% | -15.9% | +46.8% |
| 5Y | -4.4% | +268.2% | -272.7% | -34.9% |
| All | -4.4% | +269.8% | -274.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling