+119.8%
DIA vs DDOG
+357.0%
-237.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | +0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.4% |
| 30D | +1.3% | -35.8% | +37.1% | +5.5% |
| 3M | -2.1% | -25.3% | +23.2% | +0.2% |
| 6M | +6.2% | -8.9% | +15.1% | +5.6% |
| YTD | +10.3% | +35.6% | -25.2% | +3.7% |
| 1Y | +11.0% | -6.8% | +17.8% | +8.9% |
| 3Y | +60.4% | +77.9% | -17.5% | +42.7% |
| 5Y | +59.1% | -3.1% | +62.2% | +45.0% |
| All | +119.8% | +357.0% | -237.1% | +41.3% |
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