+390.4%
DDOG vs TRGP
+753.2%
-362.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +2.9% | +12.4% | -9.5% | +0.5% |
| 30D | -31.6% | +2.6% | -34.2% | -31.9% |
| 3M | -27.0% | +11.9% | -38.8% | -28.7% |
| 6M | -10.3% | +13.9% | -24.2% | -13.1% |
| YTD | +35.4% | +64.2% | -28.8% | +21.0% |
| 1Y | -1.0% | +78.5% | -79.5% | -13.1% |
| 3Y | +76.7% | +272.9% | -196.3% | +33.5% |
| 5Y | -4.6% | +510.7% | -515.3% | -33.9% |
| All | +390.4% | +753.2% | -362.8% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 all: compounded portfolio wealth divided by compounded TRGP 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…
all analysis · Full analysis span regression · 6 months rolling