+489.1%
DDOG vs QSR
+33.1%
+456.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +3.9% | -4.0% | +7.9% | +5.6% |
| 30D | -8.2% | +2.8% | -10.9% | -9.5% |
| 3M | -5.6% | +5.1% | -10.7% | -7.9% |
| 6M | +73.5% | +8.8% | +64.7% | +66.4% |
| YTD | +62.7% | +14.8% | +47.8% | +51.7% |
| 1Y | +59.0% | +25.7% | +33.2% | +42.2% |
| 3Y | +117.1% | +27.5% | +89.6% | +89.9% |
| 5Y | +61.3% | +41.3% | +20.0% | +32.6% |
| All | +489.1% | +33.1% | +456.0% | +535.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling