+467.1%
DDOG vs USFR
+21.8%
+445.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -10.1% | +0.1% | -10.2% | -10.3% |
| 30D | -24.8% | +0.3% | -25.1% | -25.5% |
| 3M | -12.6% | +1.0% | -13.6% | -15.1% |
| 6M | +79.9% | +1.9% | +78.0% | +70.3% |
| YTD | +56.6% | +2.6% | +54.0% | +45.0% |
| 1Y | +61.6% | +4.0% | +57.6% | +43.0% |
| 3Y | +117.9% | +14.1% | +103.8% | +41.4% |
| 5Y | +54.2% | +20.4% | +33.8% | -25.0% |
| All | +467.1% | +21.8% | +445.3% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling