+115.3%
DDOG vs RUN
-35.6%
+150.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.6% |
| 7D | -6.1% | +10.2% | -16.2% | -7.1% |
| 30D | -10.1% | -9.6% | -0.5% | -9.4% |
| 3M | -9.3% | -31.5% | +22.2% | -6.2% |
| 6M | +67.2% | -18.7% | +85.9% | +69.6% |
| YTD | +54.6% | -49.9% | +104.5% | +62.3% |
| 1Y | +54.1% | -45.5% | +99.6% | +60.2% |
| 3Y | +115.3% | -34.1% | +149.4% | +95.1% |
| All | +115.3% | -35.6% | +150.8% | +95.1% |
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