-3.6%
DDOG vs RF
+47.5%
-51.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.7% |
| 7D | +2.9% | +1.9% | +0.9% | +1.9% |
| 30D | -31.6% | +7.3% | -38.9% | -34.0% |
| 3M | -27.0% | -7.9% | -19.1% | -24.4% |
| 6M | -10.3% | +10.5% | -20.8% | -15.0% |
| YTD | +35.4% | +9.6% | +25.8% | +27.5% |
| 1Y | -1.0% | +20.3% | -21.3% | -11.3% |
| 3Y | +76.7% | +119.5% | -42.9% | +11.1% |
| All | -3.6% | +47.5% | -51.0% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling