+63.6%
DDOG vs TKO
+291.2%
-227.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +3.9% | +2.3% | +1.6% | +3.2% |
| 30D | -8.2% | -2.5% | -5.7% | -7.9% |
| 3M | -5.6% | -10.6% | +5.0% | -3.2% |
| 6M | +73.5% | -5.1% | +78.6% | +74.7% |
| YTD | +62.7% | -8.2% | +70.9% | +64.7% |
| 1Y | +59.0% | -4.4% | +63.4% | +58.6% |
| 3Y | +117.1% | +100.4% | +16.8% | +73.2% |
| All | +63.6% | +291.2% | -227.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling