+391.2%
DDOG vs USFR
+22.8%
+368.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.6% | +0.1% | +5.6% | +5.5% |
| 30D | -34.9% | +0.4% | -35.3% | -35.6% |
| 3M | -23.4% | +1.0% | -24.5% | -25.6% |
| 6M | -7.7% | +2.0% | -9.8% | -12.8% |
| YTD | +35.6% | +3.4% | +32.2% | +22.9% |
| 1Y | -3.4% | +4.1% | -7.5% | -14.3% |
| 3Y | +78.0% | +14.4% | +63.6% | +16.1% |
| 5Y | -4.4% | +21.4% | -25.8% | -54.6% |
| All | +391.2% | +22.8% | +368.5% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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