+108.2%
DDOG vs U
-32.9%
+141.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | -19.1% | +24.4% | -43.5% | -26.0% |
| 30D | -39.2% | +7.4% | -46.5% | -41.4% |
| 3M | -31.6% | +16.8% | -48.4% | -36.3% |
| 6M | -10.9% | +78.8% | -89.6% | -30.4% |
| YTD | +31.2% | +14.0% | +17.2% | +15.0% |
| 1Y | -10.7% | +16.7% | -27.4% | -22.8% |
| 3Y | +72.1% | +86.4% | -14.3% | +4.8% |
| 5Y | -5.5% | -71.5% | +66.0% | +4.4% |
| All | +108.2% | -32.9% | +141.1% | +85.5% |
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