+119.3%
DIA vs DDOG
+356.4%
-237.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.1% | +2.9% | -0.7% | +1.8% |
| 30D | +1.5% | -31.6% | +33.1% | +5.0% |
| 3M | -2.4% | -27.0% | +24.6% | +0.1% |
| 6M | +6.0% | -10.3% | +16.3% | +5.6% |
| YTD | +10.1% | +35.4% | -25.3% | +3.5% |
| 1Y | +11.8% | -1.0% | +12.8% | +8.9% |
| 3Y | +59.7% | +76.7% | -16.9% | +42.3% |
| 5Y | +57.9% | -4.6% | +62.5% | +44.2% |
| All | +119.3% | +356.4% | -237.1% | +41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling