+27.5%
T vs DDOG
+342.1%
-314.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +2.6% | -19.1% | +21.7% | +2.4% |
| 30D | -1.1% | -39.2% | +38.1% | -1.4% |
| 3M | -7.7% | -31.6% | +23.8% | -8.0% |
| 6M | -10.6% | -10.9% | +0.2% | -11.1% |
| YTD | -7.5% | +31.2% | -38.6% | -8.2% |
| 1Y | -7.4% | -10.7% | +3.3% | -7.6% |
| 3Y | +63.1% | +72.1% | -9.1% | +59.7% |
| 5Y | +55.2% | -5.5% | +60.7% | +51.8% |
| All | +27.5% | +342.1% | -314.6% | +5.1% |
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