+459.9%
DDOG vs QSR
+35.3%
+424.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.3% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -10.1% | +5.9% | -16.1% | -12.6% |
| 3M | -9.3% | +10.5% | -19.7% | -13.4% |
| 6M | +67.2% | +7.7% | +59.5% | +61.1% |
| YTD | +54.6% | +16.8% | +37.8% | +43.2% |
| 1Y | +54.1% | +30.9% | +23.2% | +35.5% |
| 3Y | +115.3% | +28.2% | +87.1% | +88.0% |
| 5Y | +50.6% | +45.0% | +5.6% | +22.7% |
| All | +459.9% | +35.3% | +424.5% | +499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling