+55.0%
DDOG vs TPR
+239.8%
-184.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | -2.3% | -7.8% | -9.5% |
| 30D | -24.8% | -23.0% | -1.8% | -19.2% |
| 3M | -12.6% | -12.5% | -0.1% | -10.5% |
| 6M | +79.9% | -21.4% | +101.4% | +87.4% |
| YTD | +56.6% | -3.5% | +60.1% | +47.7% |
| 1Y | +61.6% | +17.4% | +44.2% | +36.5% |
| 3Y | +117.9% | +291.3% | -173.4% | -11.2% |
| All | +55.0% | +239.8% | -184.8% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling