+54.1%
DDOG vs REPL
+136.7%
-82.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -6.1% | -5.7% | -0.3% | -6.0% |
| 30D | -10.1% | +22.5% | -32.6% | -10.6% |
| 3M | -9.3% | +64.7% | -73.9% | -11.3% |
| 6M | +67.2% | +83.0% | -15.8% | +58.3% |
| YTD | +54.6% | +52.0% | +2.6% | +46.5% |
| 1Y | +54.1% | +144.5% | -90.5% | +44.4% |
| All | +54.1% | +136.7% | -82.6% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling