+376.8%
DDOG vs RF
+131.0%
+245.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -23.9% | -0.9% | -23.0% | -23.8% |
| 30D | -34.0% | +6.0% | -40.0% | -35.1% |
| 3M | -21.9% | -8.9% | -13.0% | -20.1% |
| 6M | +24.6% | +2.3% | +22.2% | +23.3% |
| YTD | +31.7% | +7.6% | +24.1% | +28.1% |
| 1Y | -6.2% | +21.2% | -27.3% | -11.7% |
| 3Y | +125.1% | +108.5% | +16.5% | +82.7% |
| 5Y | -3.5% | +43.2% | -46.7% | -15.1% |
| All | +376.8% | +131.0% | +245.8% | +279.5% |
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