+55.0%
DDOG vs PR
+433.6%
-378.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -10.1% | +2.9% | -13.1% | -10.7% |
| 30D | -24.8% | +18.0% | -42.8% | -27.3% |
| 3M | -12.6% | +16.9% | -29.5% | -15.6% |
| 6M | +79.9% | +28.2% | +51.7% | +69.0% |
| YTD | +56.6% | +69.3% | -12.8% | +37.5% |
| 1Y | +61.6% | +69.5% | -7.9% | +41.4% |
| 3Y | +117.9% | +81.7% | +36.2% | +83.3% |
| All | +55.0% | +433.6% | -378.6% | +15.1% |
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