+61.7%
DDOG vs QSR
+40.6%
+21.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | +3.2% | -4.7% | +7.9% | +6.3% |
| 30D | -10.2% | +4.3% | -14.5% | -13.0% |
| 3M | -2.6% | +5.4% | -8.0% | -6.6% |
| 6M | +80.1% | +8.2% | +72.0% | +69.0% |
| YTD | +63.0% | +14.1% | +48.9% | +46.2% |
| 1Y | +59.4% | +28.1% | +31.3% | +30.8% |
| 3Y | +127.0% | +25.3% | +101.8% | +76.0% |
| 5Y | +61.7% | +40.4% | +21.3% | -9.3% |
| All | +61.7% | +40.6% | +21.1% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling