+107.3%
IWM vs DDOG
+427.7%
-320.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +0.1% | -10.1% | +10.2% | +1.8% |
| 30D | -1.3% | -24.8% | +23.6% | +2.8% |
| 3M | +1.6% | -12.6% | +14.2% | +2.8% |
| 6M | +13.6% | +79.9% | -66.4% | -0.5% |
| YTD | +20.8% | +56.6% | -35.8% | +7.6% |
| 1Y | +26.4% | +61.6% | -35.2% | +10.8% |
| 3Y | +60.7% | +117.9% | -57.2% | +29.3% |
| 5Y | +38.2% | +54.2% | -16.0% | +11.5% |
| All | +107.3% | +427.7% | -320.4% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling