+28.9%
T vs DDOG
+356.4%
-327.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | +2.9% | -0.3% | +2.6% |
| 30D | -3.8% | -31.6% | +27.8% | -4.0% |
| 3M | -8.7% | -27.0% | +18.2% | -9.0% |
| 6M | -8.1% | -10.3% | +2.2% | -8.5% |
| YTD | -6.4% | +35.4% | -41.9% | -7.2% |
| 1Y | -9.8% | -1.0% | -8.8% | -10.0% |
| 3Y | +65.5% | +76.7% | -11.2% | +62.2% |
| 5Y | +57.0% | -4.6% | +61.5% | +53.6% |
| All | +28.9% | +356.4% | -327.5% | +6.3% |
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