+19.8%
DDOG vs RUN
-53.7%
+73.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.3% | -15.7% | -14.6% |
| 7D | -32.2% | +18.5% | -50.7% | -34.1% |
| 30D | -31.7% | +15.5% | -47.2% | -33.4% |
| 3M | -34.5% | -20.3% | -14.2% | -31.8% |
| 6M | +28.7% | -30.8% | +59.4% | +36.2% |
| YTD | +38.8% | -52.2% | +91.0% | +53.6% |
| 1Y | +19.8% | -53.9% | +73.7% | +32.3% |
| All | +19.8% | -53.7% | +73.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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