+120.2%
DDOG vs S
+16.9%
+103.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -10.1% | -7.7% | -2.4% | -6.2% |
| 30D | -24.8% | -5.3% | -19.5% | -22.5% |
| 3M | -12.6% | +20.3% | -32.9% | -20.5% |
| 6M | +79.9% | +47.4% | +32.6% | +47.7% |
| YTD | +56.6% | +32.5% | +24.0% | +35.5% |
| 1Y | +61.6% | +9.5% | +52.0% | +50.1% |
| All | +120.2% | +16.9% | +103.3% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling