+19.8%
DDOG vs TRU
+2.1%
+17.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.6% | -19.0% | -15.3% |
| 7D | -32.2% | +10.5% | -42.7% | -33.9% |
| 30D | -31.7% | +28.7% | -60.4% | -37.4% |
| 3M | -34.5% | +0.7% | -35.2% | -34.4% |
| 6M | +28.7% | +19.3% | +9.3% | +19.1% |
| YTD | +38.8% | -3.7% | +42.5% | +32.1% |
| 1Y | +19.8% | +3.4% | +16.4% | +14.6% |
| All | +19.8% | +2.1% | +17.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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