+391.2%
DDOG vs TRV
+217.4%
+173.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +5.6% | +0.1% | +5.6% | +5.6% |
| 30D | -34.9% | +8.0% | -42.9% | -36.0% |
| 3M | -23.4% | +9.3% | -32.7% | -24.9% |
| 6M | -7.7% | +36.2% | -43.9% | -14.1% |
| YTD | +35.6% | +40.6% | -4.9% | +25.0% |
| 1Y | -3.4% | +43.1% | -46.4% | -11.4% |
| 3Y | +78.0% | +149.6% | -71.6% | +41.4% |
| 5Y | -4.4% | +181.6% | -186.1% | -27.9% |
| All | +391.2% | +217.4% | +173.8% | +231.8% |
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