+391.0%
DDOG vs RUN
-47.7%
+438.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.8% | +2.6% |
| 7D | -2.3% | +3.2% | -5.5% | -3.3% |
| 30D | -35.8% | +19.5% | -55.3% | -38.7% |
| 3M | -25.3% | -9.6% | -15.7% | -25.0% |
| 6M | -8.9% | -37.3% | +28.5% | -2.5% |
| YTD | +35.6% | -50.7% | +86.3% | +47.8% |
| 1Y | -6.8% | -54.1% | +47.3% | +2.7% |
| 3Y | +77.9% | -3.9% | +81.8% | +25.1% |
| 5Y | -3.1% | -84.4% | +81.3% | +0.4% |
| All | +391.0% | -47.7% | +438.7% | +287.4% |
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 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