+57.7%
GEV vs DDOG
+61.3%
-3.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +3.3% | -10.1% | +13.4% | +3.2% |
| 30D | -7.5% | -24.8% | +17.3% | -7.7% |
| 3M | -2.2% | -12.6% | +10.4% | -1.9% |
| 6M | +12.1% | +79.9% | -67.9% | +12.0% |
| YTD | +44.4% | +56.6% | -12.2% | +46.3% |
| 1Y | +57.7% | +61.6% | -3.9% | +70.4% |
| All | +57.7% | +61.3% | -3.7% | +70.4% |
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