+117.6%
DDOG vs TKO
+102.0%
+15.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | -10.2% | -2.6% | -7.5% | -9.8% |
| 3M | -2.6% | -7.8% | +5.2% | -1.2% |
| 6M | +80.1% | -7.0% | +87.2% | +82.3% |
| YTD | +63.0% | -8.5% | +71.6% | +65.3% |
| 1Y | +59.4% | -1.3% | +60.7% | +58.0% |
| All | +117.6% | +102.0% | +15.7% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling