-6.4%
DDOG vs TER
+53.6%
-60.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | 0.0% | +1.7% |
| 7D | -23.9% | -20.5% | -3.4% | -18.2% |
| 30D | -34.0% | -47.0% | +13.0% | -20.0% |
| 3M | -21.9% | -43.3% | +21.4% | -8.5% |
| 6M | +24.6% | -42.9% | +67.5% | +38.3% |
| YTD | +31.7% | +12.9% | +18.8% | +1.8% |
| 1Y | -6.2% | +18.2% | -24.3% | -29.3% |
| 3Y | +125.1% | +151.8% | -26.7% | -8.2% |
| All | -6.4% | +53.6% | -60.1% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling