+467.1%
DDOG vs PR
+461.4%
+5.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -10.1% | +2.9% | -13.1% | -10.4% |
| 30D | -24.8% | +18.0% | -42.8% | -25.8% |
| 3M | -12.6% | +16.9% | -29.5% | -13.8% |
| 6M | +79.9% | +28.2% | +51.7% | +75.9% |
| YTD | +56.6% | +69.3% | -12.8% | +49.5% |
| 1Y | +61.6% | +69.5% | -7.9% | +54.1% |
| 3Y | +117.9% | +81.7% | +36.2% | +105.4% |
| 5Y | +54.2% | +422.2% | -368.0% | +36.0% |
| All | +467.1% | +461.4% | +5.6% | +486.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling