+54.1%
DDOG vs TAP
-19.0%
+73.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -2.5% |
| 7D | -6.1% | -2.3% | -3.8% | -6.7% |
| 30D | -10.1% | -9.4% | -0.7% | -12.7% |
| 3M | -9.3% | -0.8% | -8.5% | -8.8% |
| 6M | +67.2% | -14.7% | +81.9% | +60.5% |
| YTD | +54.6% | -13.9% | +68.5% | +52.4% |
| 1Y | +54.1% | -18.6% | +72.7% | +63.4% |
| All | +54.1% | -19.0% | +73.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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