+44.5%
T vs DDOG
+458.3%
-413.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.2% | -8.9% | -1.8% |
| 7D | -3.1% | +7.7% | -10.7% | -3.1% |
| 30D | +4.6% | -13.6% | +18.2% | +4.6% |
| 3M | +12.2% | -0.9% | +13.1% | +12.1% |
| 6M | -6.5% | +75.2% | -81.7% | -6.9% |
| YTD | +4.9% | +65.7% | -60.8% | +4.4% |
| 1Y | -10.5% | +60.4% | -70.9% | -11.0% |
| 3Y | +104.6% | +130.7% | -26.1% | +100.3% |
| 5Y | +64.2% | +59.9% | +4.3% | +59.6% |
| All | +44.5% | +458.3% | -413.8% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling