+51.3%
GEV vs DDOG
+58.2%
-6.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | +3.9% | -2.3% | +1.7% |
| 30D | -7.9% | -8.2% | +0.2% | -7.9% |
| 3M | +5.6% | -5.6% | +11.2% | +6.1% |
| 6M | +13.1% | +73.5% | -60.5% | +13.3% |
| YTD | +46.7% | +62.7% | -15.9% | +48.3% |
| 1Y | +51.3% | +59.0% | -7.7% | +56.3% |
| All | +51.3% | +58.2% | -6.9% | +56.3% |
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 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