+390.4%
DDOG vs RUN
-50.2%
+440.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +2.9% | -13.5% | +16.4% | +5.6% |
| 30D | -31.6% | +18.3% | -49.9% | -34.6% |
| 3M | -27.0% | -12.5% | -14.5% | -26.3% |
| 6M | -10.3% | -40.3% | +30.0% | -3.2% |
| YTD | +35.4% | -53.1% | +88.5% | +48.9% |
| 1Y | -1.0% | -54.3% | +53.3% | +9.1% |
| 3Y | +76.7% | -6.5% | +83.2% | +24.6% |
| 5Y | -4.6% | -85.3% | +80.7% | 0.0% |
| All | +390.4% | -50.2% | +440.6% | +290.4% |
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