-10.7%
DDOG vs Q
+30.6%
-41.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -19.1% | +4.0% | -23.1% | -19.8% |
| 30D | -39.2% | -2.3% | -36.8% | -39.1% |
| 3M | -31.6% | -7.9% | -23.7% | -31.1% |
| 6M | -10.9% | -16.0% | +5.1% | -11.2% |
| YTD | +31.2% | +51.7% | -20.5% | +1.2% |
| 1Y | -10.7% | +28.3% | -39.0% | -26.7% |
| All | -10.7% | +30.6% | -41.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling