+61.6%
DDOG vs TER
+203.7%
-142.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -0.8% |
| 7D | -10.1% | +0.6% | -10.7% | -10.1% |
| 30D | -24.8% | -8.3% | -16.5% | -24.9% |
| 3M | -12.6% | -12.2% | -0.3% | -12.8% |
| 6M | +79.9% | +17.0% | +62.9% | +76.4% |
| YTD | +56.6% | +84.6% | -28.0% | +43.7% |
| 1Y | +61.6% | +199.8% | -138.2% | +41.7% |
| All | +61.6% | +203.7% | -142.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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