+19.8%
DDOG vs TOST
+2.2%
+17.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +5.5% | -19.9% | -16.2% |
| 7D | -32.2% | +10.7% | -43.0% | -35.0% |
| 30D | -31.7% | +17.7% | -49.5% | -36.4% |
| 3M | -34.5% | +4.6% | -39.1% | -36.1% |
| 6M | +28.7% | +20.3% | +8.4% | +16.4% |
| YTD | +38.8% | -0.4% | +39.2% | +20.1% |
| 1Y | +19.8% | -0.8% | +20.6% | +4.6% |
| All | +19.8% | +2.2% | +17.6% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling