+459.9%
DDOG vs TKO
+190.1%
+269.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -2.5% |
| 7D | -6.1% | +7.2% | -13.2% | -7.8% |
| 30D | -10.1% | +4.7% | -14.8% | -11.5% |
| 3M | -9.3% | -3.2% | -6.0% | -9.0% |
| 6M | +67.2% | -2.9% | +70.0% | +67.2% |
| YTD | +54.6% | -5.8% | +60.4% | +55.4% |
| 1Y | +54.1% | -1.1% | +55.1% | +52.3% |
| 3Y | +115.3% | +111.1% | +4.2% | +71.3% |
| 5Y | +50.6% | +315.6% | -264.9% | -5.4% |
| All | +459.9% | +190.1% | +269.8% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling