-6.4%
T vs DDOG
+19.2%
-25.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.4% | +16.5% | +0.5% |
| 7D | +5.5% | -32.2% | +37.7% | +1.5% |
| 30D | -8.9% | -31.7% | +22.8% | -11.9% |
| 3M | -5.6% | -34.5% | +28.9% | -8.7% |
| 6M | -14.3% | +28.7% | -42.9% | -12.9% |
| YTD | -7.9% | +38.8% | -46.7% | -5.3% |
| 1Y | -6.4% | +19.8% | -26.2% | -3.8% |
| All | -6.4% | +19.2% | -25.6% | -3.8% |
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