+108.9%
DDOG vs U
-31.3%
+140.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +0.6% |
| 7D | -23.9% | +36.6% | -60.5% | -32.7% |
| 30D | -34.0% | +13.3% | -47.3% | -37.6% |
| 3M | -21.9% | +26.2% | -48.1% | -29.2% |
| 6M | +24.6% | +88.7% | -64.2% | -4.7% |
| YTD | +31.7% | +16.6% | +15.1% | +14.5% |
| 1Y | -6.2% | +29.0% | -35.1% | -21.8% |
| 3Y | +125.1% | +99.5% | +25.6% | +33.6% |
| 5Y | -3.5% | -66.1% | +62.6% | +1.0% |
| All | +108.9% | -31.3% | +140.3% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling