+114.9%
DDOG vs U
-29.6%
+144.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -2.0% |
| 7D | +2.9% | +2.6% | +0.3% | +1.9% |
| 30D | -31.6% | +27.6% | -59.2% | -38.0% |
| 3M | -27.0% | +15.3% | -42.3% | -31.7% |
| 6M | -10.3% | +96.4% | -106.7% | -32.2% |
| YTD | +35.4% | +19.6% | +15.9% | +16.6% |
| 1Y | -1.0% | +42.1% | -43.1% | -20.4% |
| 3Y | +76.7% | +87.5% | -10.9% | +7.7% |
| 5Y | -4.6% | -73.1% | +68.6% | +7.1% |
| All | +114.9% | -29.6% | +144.5% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling