+12.7%
DDOG vs TRV
+47.2%
-34.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -8.3% |
| 7D | -34.3% | +1.2% | -35.5% | -33.6% |
| 30D | -37.2% | +11.7% | -49.0% | -34.0% |
| 3M | -38.3% | +5.7% | -44.0% | -36.5% |
| 6M | +19.8% | +34.7% | -14.9% | +36.0% |
| YTD | +28.4% | +40.5% | -12.1% | +38.2% |
| 1Y | +12.7% | +47.9% | -35.2% | +25.3% |
| All | +12.7% | +47.2% | -34.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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