+14.9%
DIA vs DDOG
+19.2%
-4.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -14.4% | +17.5% | +3.3% |
| 7D | +1.6% | -32.2% | +33.8% | +2.3% |
| 30D | +4.1% | -31.7% | +35.8% | +4.7% |
| 3M | -1.0% | -34.5% | +33.5% | -0.4% |
| 6M | +9.7% | +28.7% | -19.0% | +9.0% |
| YTD | +12.2% | +38.8% | -26.6% | +10.2% |
| 1Y | +14.9% | +19.8% | -4.9% | +12.8% |
| All | +14.9% | +19.2% | -4.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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