+19.8%
DDOG vs S
+36.5%
-16.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.6% | -16.1% | -15.5% |
| 7D | -32.2% | -8.2% | -24.0% | -28.2% |
| 30D | -31.7% | -7.6% | -24.1% | -28.1% |
| 3M | -34.5% | +12.0% | -46.5% | -39.9% |
| 6M | +28.7% | +50.6% | -21.9% | -5.8% |
| YTD | +38.8% | +56.6% | -17.8% | -4.7% |
| 1Y | +19.8% | +39.2% | -19.4% | -17.3% |
| All | +19.8% | +36.5% | -16.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling