+467.1%
DDOG vs TRGP
+729.0%
-261.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -10.1% | +0.8% | -10.9% | -10.3% |
| 30D | -24.8% | +11.5% | -36.3% | -26.6% |
| 3M | -12.6% | +9.0% | -21.6% | -14.5% |
| 6M | +79.9% | +20.5% | +59.4% | +72.0% |
| YTD | +56.6% | +59.5% | -3.0% | +40.8% |
| 1Y | +61.6% | +77.9% | -16.3% | +41.7% |
| 3Y | +117.9% | +253.6% | -135.7% | +66.0% |
| 5Y | +54.2% | +615.5% | -561.2% | +4.6% |
| All | +467.1% | +729.0% | -261.9% | +276.9% |
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