-4.4%
DDOG vs TPR
+223.9%
-228.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +5.6% | -1.1% | +6.8% | +6.0% |
| 30D | -34.9% | +15.1% | -50.0% | -38.1% |
| 3M | -23.4% | -13.4% | -10.0% | -21.2% |
| 6M | -7.7% | +1.4% | -9.1% | -11.1% |
| YTD | +35.6% | +4.8% | +30.9% | +23.4% |
| 1Y | -3.4% | +29.2% | -32.6% | -20.6% |
| 3Y | +78.0% | +403.7% | -325.7% | -39.7% |
| 5Y | -4.4% | +230.8% | -235.3% | -60.6% |
| All | -4.4% | +223.9% | -228.4% | -60.6% |
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