-3.6%
DDOG vs REPL
-35.0%
+31.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | +1.2% | +1.6% | +2.8% |
| 30D | -31.6% | +92.2% | -123.8% | -33.8% |
| 3M | -27.0% | +44.1% | -71.1% | -28.4% |
| 6M | -10.3% | +313.0% | -323.3% | -19.5% |
| YTD | +35.4% | +125.2% | -89.8% | +21.3% |
| 1Y | -1.0% | +143.8% | -144.7% | -11.7% |
| 3Y | +76.7% | +104.2% | -27.5% | +28.5% |
| All | -3.6% | -35.0% | +31.4% | -9.0% |
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 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