-5.3%
PATH vs DDOG
+19.2%
-24.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -14.4% | +17.3% | +7.2% |
| 7D | -4.8% | -32.2% | +27.4% | +6.4% |
| 30D | +2.7% | -31.7% | +34.4% | +14.1% |
| 3M | -4.2% | -34.5% | +30.3% | +6.3% |
| 6M | +24.7% | +28.7% | -3.9% | +12.0% |
| YTD | -17.6% | +38.8% | -56.3% | -29.8% |
| 1Y | -5.3% | +19.8% | -25.1% | -19.8% |
| All | -5.3% | +19.2% | -24.5% | -19.8% |
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 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