+459.9%
DDOG vs REPL
+13.8%
+446.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -6.1% | -5.7% | -0.3% | -5.8% |
| 30D | -10.1% | +22.5% | -32.6% | -11.2% |
| 3M | -9.3% | +64.7% | -73.9% | -14.2% |
| 6M | +67.2% | +83.0% | -15.8% | +48.7% |
| YTD | +54.6% | +52.0% | +2.6% | +38.9% |
| 1Y | +54.1% | +144.5% | -90.5% | +29.8% |
| 3Y | +115.3% | -25.1% | +140.3% | +74.5% |
| 5Y | +50.6% | -52.9% | +103.5% | +24.1% |
| All | +459.9% | +13.8% | +446.1% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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