+467.1%
DDOG vs TER
+526.8%
-59.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -2.7% |
| 7D | -10.1% | +0.6% | -10.8% | -10.4% |
| 30D | -24.8% | -8.3% | -16.5% | -23.1% |
| 3M | -12.6% | -12.2% | -0.4% | -12.9% |
| 6M | +79.9% | +17.1% | +62.9% | +50.0% |
| YTD | +56.6% | +84.7% | -28.1% | +3.7% |
| 1Y | +61.6% | +199.9% | -138.3% | -17.7% |
| 3Y | +117.9% | +232.8% | -114.9% | -6.5% |
| 5Y | +54.2% | +198.6% | -144.3% | -31.2% |
| All | +467.1% | +526.8% | -59.7% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling