-1.0%
DDOG vs RF
+18.9%
-19.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | +2.9% | +1.9% | +0.9% | +2.9% |
| 30D | -31.6% | +7.3% | -38.9% | -31.7% |
| 3M | -27.0% | -7.9% | -19.1% | -26.5% |
| 6M | -10.3% | +10.5% | -20.8% | -8.8% |
| YTD | +35.4% | +9.6% | +25.8% | +37.4% |
| 1Y | -1.0% | +20.3% | -21.3% | -3.2% |
| All | -1.0% | +18.9% | -19.8% | -3.2% |
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