+375.1%
DDOG vs RF
+134.2%
+240.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -19.1% | +0.3% | -19.4% | -19.2% |
| 30D | -39.2% | +6.2% | -45.3% | -40.2% |
| 3M | -31.6% | -7.8% | -23.7% | -30.2% |
| 6M | -10.9% | +5.9% | -16.8% | -12.6% |
| YTD | +31.2% | +9.0% | +22.1% | +27.2% |
| 1Y | -10.7% | +19.3% | -29.9% | -15.6% |
| 3Y | +72.1% | +116.4% | -44.3% | +38.5% |
| 5Y | -5.5% | +46.0% | -51.5% | -17.3% |
| All | +375.1% | +134.2% | +240.9% | +276.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling