+378.3%
DDOG vs REPL
+71.5%
+306.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.6% | +0.2% |
| 7D | -16.9% | +14.2% | -31.1% | -17.5% |
| 30D | -38.8% | +65.9% | -104.6% | -40.6% |
| 3M | -23.2% | +84.6% | -107.8% | -26.0% |
| 6M | -10.3% | +446.9% | -457.2% | -22.6% |
| YTD | +32.1% | +129.0% | -96.9% | +15.7% |
| 1Y | -6.1% | +167.9% | -173.9% | -18.6% |
| 3Y | +79.2% | +93.9% | -14.7% | +29.4% |
| 5Y | -8.6% | -33.0% | +24.4% | -26.1% |
| All | +378.3% | +71.5% | +306.9% | +200.0% |
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