+375.1%
DDOG vs TER
+330.8%
+44.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -19.1% | -8.9% | -10.2% | -16.7% |
| 30D | -39.2% | -39.1% | -0.1% | -28.2% |
| 3M | -31.6% | -32.8% | +1.2% | -23.0% |
| 6M | -10.9% | -31.7% | +20.9% | -5.6% |
| YTD | +31.2% | +26.9% | +4.3% | -2.3% |
| 1Y | -10.7% | +33.6% | -44.2% | -35.3% |
| 3Y | +72.1% | +181.5% | -109.4% | -26.5% |
| 5Y | -5.5% | +76.1% | -81.6% | -48.8% |
| All | +375.1% | +330.8% | +44.3% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling