+365.0%
DDOG vs RF
+131.8%
+233.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.1% | -5.3% | -6.9% |
| 7D | -34.3% | -1.6% | -32.7% | -34.1% |
| 30D | -37.2% | +5.0% | -42.3% | -38.1% |
| 3M | -38.3% | -10.0% | -28.4% | -36.7% |
| 6M | +19.8% | +3.3% | +16.5% | +18.2% |
| YTD | +28.4% | +7.9% | +20.5% | +24.8% |
| 1Y | +12.7% | +21.2% | -8.6% | +6.0% |
| 3Y | +112.8% | +105.8% | +7.0% | +73.3% |
| 5Y | -5.9% | +43.7% | -49.6% | -17.3% |
| All | +365.0% | +131.8% | +233.2% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling