+76.9%
DDOG vs RUN
-2.6%
+79.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.8% | +3.0% |
| 7D | -2.3% | +3.2% | -5.5% | -2.8% |
| 30D | -35.8% | +19.5% | -55.3% | -37.1% |
| 3M | -25.3% | -9.6% | -15.7% | -25.0% |
| 6M | -8.9% | -37.3% | +28.5% | -5.8% |
| YTD | +35.6% | -50.7% | +86.3% | +41.6% |
| 1Y | -6.8% | -54.1% | +47.3% | -2.3% |
| All | +76.9% | -2.6% | +79.4% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling