+19.8%
DDOG vs QSR
+23.8%
-4.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.5% | -19.9% | -14.2% |
| 7D | -32.2% | +5.2% | -37.4% | -31.9% |
| 30D | -31.7% | +12.2% | -43.9% | -32.4% |
| 3M | -34.5% | +7.0% | -41.5% | -34.8% |
| 6M | +28.7% | -0.3% | +29.0% | +30.9% |
| YTD | +38.8% | +18.0% | +20.8% | +36.4% |
| 1Y | +19.8% | +22.6% | -2.8% | +11.0% |
| All | +19.8% | +23.8% | -4.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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