+13.6%
DDOG vs Q
+66.4%
-52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.3% | -3.8% | +1.6% |
| 7D | -23.9% | +0.3% | -24.2% | -23.9% |
| 30D | -34.0% | -9.8% | -24.2% | -33.3% |
| 3M | -21.9% | -12.2% | -9.7% | -21.1% |
| 6M | +24.6% | -21.6% | +46.2% | +25.2% |
| YTD | +31.7% | +43.6% | -11.9% | +17.3% |
| 1Y | -6.2% | +25.7% | -31.9% | -18.0% |
| All | +13.6% | +66.4% | -52.8% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling