-3.4%
DDOG vs RF
+18.0%
-21.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +5.6% | +0.4% | +5.3% | +5.6% |
| 30D | -34.9% | +5.6% | -40.5% | -35.0% |
| 3M | -23.4% | -8.9% | -14.6% | -22.8% |
| 6M | -7.7% | +7.1% | -14.8% | -6.3% |
| YTD | +35.6% | +8.3% | +27.3% | +37.1% |
| 1Y | -3.4% | +16.8% | -20.2% | -5.2% |
| All | -3.4% | +18.0% | -21.4% | -5.2% |
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