+76.7%
DDOG vs TAP
-22.2%
+98.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | +0.8% |
| 7D | +2.9% | +1.3% | +1.6% | +3.3% |
| 30D | -31.6% | +5.7% | -37.3% | -30.2% |
| 3M | -27.0% | -1.9% | -25.1% | -26.4% |
| 6M | -10.3% | +0.9% | -11.2% | -8.7% |
| YTD | +35.4% | -9.5% | +44.9% | +36.0% |
| 1Y | -1.0% | -9.0% | +8.0% | -0.4% |
| 3Y | +76.7% | -22.2% | +98.9% | +74.8% |
| All | +76.7% | -22.2% | +98.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling