+489.1%
DDOG vs TRU
-0.7%
+489.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +3.9% | -2.7% | +6.6% | +5.3% |
| 30D | -8.2% | -2.0% | -6.1% | -7.5% |
| 3M | -5.6% | +18.4% | -24.0% | -14.7% |
| 6M | +73.5% | +8.9% | +64.7% | +63.5% |
| YTD | +62.7% | -8.9% | +71.6% | +66.8% |
| 1Y | +59.0% | -15.9% | +74.8% | +68.2% |
| 3Y | +117.1% | -1.1% | +118.2% | +95.3% |
| 5Y | +61.3% | -35.2% | +96.5% | +79.1% |
| All | +489.1% | -0.7% | +489.8% | +424.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling