+54.1%
DDOG vs U
-3.2%
+57.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.7% |
| 7D | -6.1% | +4.5% | -10.6% | -6.8% |
| 30D | -10.1% | -0.6% | -9.5% | -10.1% |
| 3M | -9.3% | +48.4% | -57.7% | -16.9% |
| 6M | +67.2% | +115.4% | -48.2% | +43.5% |
| YTD | +54.6% | -3.2% | +57.8% | +43.5% |
| 1Y | +54.1% | -6.0% | +60.1% | +43.5% |
| All | +54.1% | -3.2% | +57.3% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling