+57.1%
DIA vs DDOG
-8.2%
+65.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.1% |
| 7D | +0.8% | -16.9% | +17.6% | +2.3% |
| 30D | +1.4% | -38.8% | +40.2% | +5.7% |
| 3M | -2.7% | -23.2% | +20.5% | -1.0% |
| 6M | +6.2% | -10.3% | +16.5% | +5.7% |
| YTD | +10.1% | +32.1% | -22.0% | +4.0% |
| 1Y | +13.0% | -6.1% | +19.1% | +11.0% |
| 3Y | +61.9% | +79.2% | -17.3% | +44.1% |
| 5Y | +57.1% | -8.6% | +65.7% | +43.8% |
| All | +57.1% | -8.2% | +65.2% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling