+490.5%
DDOG vs RUN
-50.2%
+540.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.2% |
| 7D | +3.2% | -3.4% | +6.6% | +3.8% |
| 30D | -10.2% | -14.0% | +3.8% | -7.8% |
| 3M | -2.6% | -27.5% | +24.9% | +2.9% |
| 6M | +80.1% | -29.0% | +109.1% | +89.5% |
| YTD | +63.0% | -53.1% | +116.1% | +81.7% |
| 1Y | +59.4% | -46.7% | +106.1% | +71.0% |
| 3Y | +127.0% | -38.3% | +165.3% | +80.1% |
| 5Y | +61.7% | -80.7% | +142.4% | +60.1% |
| All | +490.5% | -50.2% | +540.7% | +376.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling