-3.4%
DDOG vs USFR
+4.1%
-7.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.6% | +0.1% | +5.6% | +6.6% |
| 30D | -34.9% | +0.4% | -35.3% | -30.8% |
| 3M | -23.4% | +1.0% | -24.5% | -10.1% |
| 6M | -7.7% | +2.0% | -9.8% | +30.2% |
| YTD | +35.6% | +3.4% | +32.2% | +107.8% |
| 1Y | -3.4% | +4.1% | -7.5% | +26.2% |
| All | -3.4% | +4.1% | -7.5% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling