-6.4%
DDOG vs REPL
-35.6%
+29.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.4% | +2.2% |
| 7D | -23.9% | +22.8% | -46.7% | -24.6% |
| 30D | -34.0% | +63.8% | -97.8% | -35.6% |
| 3M | -21.9% | +68.1% | -90.0% | -24.0% |
| 6M | +24.6% | +528.5% | -503.9% | +9.2% |
| YTD | +31.7% | +122.4% | -90.8% | +18.0% |
| 1Y | -6.2% | +154.4% | -160.5% | -16.6% |
| 3Y | +125.1% | +68.0% | +57.1% | +70.2% |
| All | -6.4% | -35.6% | +29.2% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling