+378.3%
DDOG vs TPR
+534.6%
-156.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | -0.2% |
| 7D | -16.9% | +12.7% | -29.6% | -19.4% |
| 30D | -38.8% | +17.1% | -55.8% | -41.3% |
| 3M | -23.2% | -15.9% | -7.3% | -21.0% |
| 6M | -10.3% | +2.6% | -12.9% | -12.7% |
| YTD | +32.1% | +7.5% | +24.6% | +23.6% |
| 1Y | -6.1% | +32.9% | -39.0% | -17.7% |
| 3Y | +79.2% | +413.8% | -334.6% | -0.8% |
| 5Y | -8.6% | +263.9% | -272.5% | -45.2% |
| All | +378.3% | +534.6% | -156.3% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling