+467.1%
DDOG vs RUN
-48.7%
+515.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -10.1% | +1.3% | -11.4% | -10.5% |
| 30D | -24.8% | -15.3% | -9.6% | -22.4% |
| 3M | -12.6% | -40.0% | +27.4% | -4.1% |
| 6M | +79.9% | -27.0% | +106.9% | +88.1% |
| YTD | +56.6% | -51.7% | +108.3% | +73.6% |
| 1Y | +61.6% | -45.9% | +107.5% | +72.7% |
| 3Y | +117.9% | -43.8% | +161.6% | +78.4% |
| 5Y | +54.2% | -80.5% | +134.7% | +52.7% |
| All | +467.1% | -48.7% | +515.8% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling