+59.0%
DDOG vs TRU
-13.7%
+72.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | +3.9% | -2.7% | +6.6% | +4.9% |
| 30D | -8.2% | -2.0% | -6.1% | -7.7% |
| 3M | -5.6% | +18.4% | -24.0% | -12.8% |
| 6M | +73.5% | +8.9% | +64.7% | +65.9% |
| YTD | +62.7% | -8.9% | +71.6% | +60.0% |
| 1Y | +59.0% | -15.9% | +74.8% | +58.4% |
| All | +59.0% | -13.7% | +72.6% | +58.4% |
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