+459.9%
DDOG vs TRI
+68.7%
+391.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | +2.4% |
| 7D | -6.1% | -7.1% | +1.0% | -2.4% |
| 30D | -10.1% | -2.3% | -7.8% | -9.5% |
| 3M | -9.3% | +19.6% | -28.8% | -21.0% |
| 6M | +67.2% | -8.7% | +75.9% | +70.7% |
| YTD | +54.6% | -22.3% | +76.9% | +73.4% |
| 1Y | +54.1% | -40.7% | +94.8% | +105.6% |
| 3Y | +115.3% | -17.8% | +133.0% | +108.5% |
| 5Y | +50.6% | -8.5% | +59.1% | +29.4% |
| All | +459.9% | +68.7% | +391.2% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling