-6.4%
DDOG vs RF
+42.5%
-49.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -23.9% | -0.9% | -23.0% | -23.7% |
| 30D | -34.0% | +6.0% | -40.0% | -35.9% |
| 3M | -21.9% | -8.9% | -13.0% | -18.8% |
| 6M | +24.6% | +2.3% | +22.2% | +22.1% |
| YTD | +31.7% | +7.6% | +24.1% | +25.0% |
| 1Y | -6.2% | +21.2% | -27.3% | -16.3% |
| 3Y | +125.1% | +108.5% | +16.5% | +45.4% |
| All | -6.4% | +42.5% | -49.0% | -23.7% |
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