+59.9%
DDOG vs RUN
-80.3%
+140.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -4.6% | +11.7% | +8.0% |
| 7D | +7.7% | -1.8% | +9.5% | +7.9% |
| 30D | -13.6% | -10.8% | -2.8% | -12.1% |
| 3M | -0.9% | -30.2% | +29.2% | +5.1% |
| 6M | +75.2% | -22.3% | +97.6% | +80.7% |
| YTD | +65.7% | -52.2% | +117.8% | +82.9% |
| 1Y | +60.4% | -45.1% | +105.5% | +70.6% |
| 3Y | +130.7% | -37.1% | +167.8% | +81.3% |
| 5Y | +59.9% | -80.3% | +140.2% | +65.1% |
| All | +59.9% | -80.3% | +140.1% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling