+459.9%
DDOG vs TER
+553.1%
-93.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.7% |
| 7D | -6.1% | +11.0% | -17.0% | -9.5% |
| 30D | -10.1% | -1.9% | -8.3% | -10.3% |
| 3M | -9.3% | -0.7% | -8.6% | -13.3% |
| 6M | +67.2% | +36.4% | +30.8% | +31.5% |
| YTD | +54.6% | +92.4% | -37.9% | +1.0% |
| 1Y | +54.1% | +213.5% | -159.4% | -22.7% |
| 3Y | +115.3% | +277.2% | -162.0% | -13.2% |
| 5Y | +50.6% | +219.1% | -168.5% | -34.5% |
| All | +459.9% | +553.1% | -93.3% | +36.3% |
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