+63.6%
DDOG vs TRV
+162.8%
-99.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | +3.9% | +1.9% | +2.0% | +3.7% |
| 30D | -8.2% | +1.7% | -9.9% | -8.3% |
| 3M | -5.6% | +23.9% | -29.4% | -8.2% |
| 6M | +73.5% | +26.3% | +47.2% | +68.0% |
| YTD | +62.7% | +30.8% | +31.9% | +56.3% |
| 1Y | +59.0% | +36.3% | +22.6% | +51.6% |
| 3Y | +117.1% | +145.0% | -27.9% | +90.4% |
| All | +63.6% | +162.8% | -99.3% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling