+16.2%
DIA vs DDOG
+65.0%
-48.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -0.9% |
| 7D | -1.2% | +7.7% | -8.9% | -1.4% |
| 30D | -2.7% | -13.6% | +10.9% | -2.4% |
| 3M | +3.3% | -0.9% | +4.2% | +3.2% |
| 6M | +10.4% | +75.2% | -64.8% | +8.4% |
| YTD | +10.0% | +65.7% | -55.7% | +7.6% |
| 1Y | +16.2% | +60.4% | -44.2% | +14.1% |
| All | +16.2% | +65.0% | -48.8% | +14.1% |
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