+19.8%
DDOG vs RF
+25.4%
-5.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.5% | -15.9% | -14.3% |
| 7D | -32.2% | +2.3% | -34.5% | -32.1% |
| 30D | -31.7% | +7.2% | -39.0% | -31.7% |
| 3M | -34.5% | -8.2% | -26.3% | -34.1% |
| 6M | +28.7% | +7.0% | +21.6% | +30.8% |
| YTD | +38.8% | +10.3% | +28.5% | +43.0% |
| 1Y | +19.8% | +25.1% | -5.3% | +23.6% |
| All | +19.8% | +25.4% | -5.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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