+459.9%
DDOG vs TRV
+186.9%
+273.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -6.1% | +0.5% | -6.6% | -6.2% |
| 30D | -10.1% | -4.9% | -5.3% | -9.3% |
| 3M | -9.3% | +23.7% | -33.0% | -13.6% |
| 6M | +67.2% | +20.3% | +46.9% | +59.7% |
| YTD | +54.6% | +27.1% | +27.5% | +45.6% |
| 1Y | +54.1% | +35.3% | +18.7% | +42.7% |
| 3Y | +115.3% | +139.8% | -24.5% | +71.9% |
| 5Y | +50.6% | +153.9% | -103.2% | +16.1% |
| All | +459.9% | +186.9% | +273.0% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling