+117.3%
DDOG vs TOST
+55.9%
+61.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -10.1% | -3.4% | -6.7% | -9.1% |
| 30D | -24.8% | -2.4% | -22.4% | -24.2% |
| 3M | -12.6% | +34.6% | -47.2% | -21.4% |
| 6M | +79.9% | +15.2% | +64.7% | +69.5% |
| YTD | +56.6% | -4.4% | +61.0% | +55.6% |
| 1Y | +61.6% | -17.4% | +79.0% | +65.8% |
| All | +117.3% | +55.9% | +61.3% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling