+19.8%
DDOG vs TRI
-22.4%
+42.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.4% | -20.8% | -16.0% |
| 7D | -32.2% | +1.0% | -33.2% | -32.9% |
| 30D | -31.7% | +20.8% | -52.5% | -36.9% |
| 3M | -34.5% | +8.1% | -42.6% | -37.4% |
| 6M | +28.7% | +24.2% | +4.5% | +15.2% |
| YTD | +38.8% | -7.8% | +46.5% | +9.4% |
| 1Y | +19.8% | -16.7% | +36.5% | -17.9% |
| All | +19.8% | -22.4% | +42.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling