+71.4%
DDOG vs S
-49.1%
+120.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -19.1% | +1.4% | -20.5% | -19.9% |
| 30D | -39.2% | -10.8% | -28.4% | -35.5% |
| 3M | -31.6% | +5.4% | -37.0% | -34.2% |
| 6M | -10.9% | +41.2% | -52.1% | -26.7% |
| YTD | +31.2% | +56.2% | -25.0% | +3.3% |
| 1Y | -10.7% | +36.3% | -47.0% | -25.4% |
| 3Y | +72.1% | +49.4% | +22.7% | +23.9% |
| 5Y | -5.5% | -66.9% | +61.4% | +15.6% |
| All | +71.4% | -49.1% | +120.5% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling