+121.1%
DDOG vs TRV
+140.3%
-19.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.8% | +7.1% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | -13.6% | -2.3% | -11.3% | -13.5% |
| 3M | -0.9% | +22.7% | -23.6% | -2.9% |
| 6M | +75.2% | +21.9% | +53.3% | +71.6% |
| YTD | +65.7% | +27.5% | +38.2% | +60.7% |
| 1Y | +60.4% | +36.2% | +24.1% | +53.6% |
| All | +121.1% | +140.3% | -19.2% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling