+117.6%
DDOG vs TRI
-20.3%
+137.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | +3.2% | -14.4% | +17.6% | +8.8% |
| 30D | -10.2% | -8.1% | -2.0% | -7.8% |
| 3M | -2.6% | +17.5% | -20.1% | -10.1% |
| 6M | +80.1% | -5.0% | +85.1% | +78.9% |
| YTD | +63.0% | -24.7% | +87.7% | +69.3% |
| 1Y | +59.4% | -41.5% | +100.9% | +77.3% |
| All | +117.6% | -20.3% | +137.9% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling