-9.8%
T vs DDOG
-3.1%
-6.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.5% | +2.9% | -0.3% | +2.9% |
| 30D | -3.8% | -31.6% | +27.8% | -7.5% |
| 3M | -8.7% | -27.0% | +18.2% | -11.6% |
| 6M | -8.1% | -10.3% | +2.2% | -9.1% |
| YTD | -6.4% | +35.4% | -41.9% | -4.4% |
| 1Y | -9.8% | -1.0% | -8.8% | -12.6% |
| All | -9.8% | -3.1% | -6.7% | -12.6% |
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