+365.0%
DDOG vs PR
+416.2%
-51.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.9% | -2.6% | -7.1% |
| 7D | -34.3% | -16.5% | -17.8% | -33.4% |
| 30D | -37.2% | -4.5% | -32.7% | -37.0% |
| 3M | -38.3% | +8.5% | -46.9% | -38.7% |
| 6M | +19.8% | -3.3% | +23.1% | +19.8% |
| YTD | +28.4% | +55.7% | -27.3% | +23.4% |
| 1Y | +12.7% | +82.0% | -69.4% | +7.0% |
| 3Y | +112.8% | +62.5% | +50.4% | +102.5% |
| 5Y | -5.9% | +223.9% | -229.8% | -15.2% |
| All | +365.0% | +416.2% | -51.3% | +384.3% |
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